Chris Bryant is right. Capacitors provide basically 2 duties.
They can store energy like a battery and discharge relative to the load. A big stereo system would use this implementation.
They also provide phase angle shift to start a inductance motor in a specific direction (then referred to as start capacitor). They are in a circuit only during start-up and provide a second magnetic field when starting a motor. After the motor begins rotation usually a centrifugal switch will take them out of the circuit and the motor will continue to run just fine.
Without a start capacitor (or other start circuit assistance) a single phase motor doesn't necessarily know which direction to rotate if the rotor stops between fields of the windings.
