This is the easiest capsule to find. It is in Crowrang's stage. In the second part of the stage you will come to an area were there are three paths forward left and right go left with X and the capsule will be in the corner of that room.
Easy Way to Defeat Sigmas Final Form
When Sigma transforms into his final form dodge his attacks by dashing when he appears directly in front of you and becomes prone to attack have AXL use the ordinary shot from the Explosion special weapon (You can gain this weapon by defeating Vanishing Gungaroo) Most of the time you can damage him and block his fireball attacks at the same time.
Extra Tank in Vanishing Gungaroo's Stage
Towards the end of Vanishing Gungaroo's stage, you must fight a series of enemy ride armor in a room with pillars. Climb one of these pillars and jump across them to reach an extra tank. If you've brought a ride armor into this room, you can leave it in the middle of the room and fight the bad guys on foot. After beating the last enemy armor, you will automatically encounter Gungaroo. As long as you leave your ride armor within the battle perimeter, you can use it against the boss when the battle begins.
Full Armor for X
On the character select screen, hold SELECT when choosing X. He will now have all his armor.
Helmet Capsule Location
The helmet upgrade is located in anteaters stage (The stage with all the wierd orange and blue graphics) you must use AXL to transform into one of the samuri robots with the swords then you can go through some of the walls one of the walls leads to a warper in wich you can gain access to the capsule (it is in the second part of the stage.)
Unlock X
Rescue 65 reploids to be able to play as X.
X Buster Capsule Location
The X Buster Capsule location is in Vanishing Gungaroo's stage. In the first part of the stage you will encounter tall red dragon-like enemies below one of them is the hidden Capsule next to a pool of lava.
Armor Capsule Location...