Small DC motors use caps to decrease EMI and AC harmonics; the capacitor is placed across the DC terminals so that any AC current caused from arcing at the commutators is shorted through the caps. It's especially common in R/C, as the EMI can seriously mess with the radio control. I'm sure anything trying to pass the FCC would have to have these caps, too.

[This message has been edited by SteveFehr (edited 12-04-2005).]