After collecting all twenty five Golden Capsules, see Dr. Briefs. He lets you keep one. When used through the Item window, it takes you back to the World Map if you are standing outside. It will not work inside buildings or caves.

West City: 5
Warlord's Domain: 2
Triceratops Jungle: 2
Southern Continent: 3
Northern Mountains: 6
Outside Gingertown: 2
Gingertown: 1
Tropical Islands: 1
East District 439: 2
Master Roshi's Island: 1