Zero Capsules
One of the Zero Capsules is in the Armored Armadillo stage. When you get to the place with the third mini-train, ride on it. When you are where the little flying birds are located, slide-jump when the car is about to land and crash. Press B when facing the wall to climb it to reach a room with the capsule.

In the Wheel Gator stage, go to a room where you can climb to the top/ You will see a hole leading up. Jump over there (the Foot upgrade is required) and climb the wall until reaching the top. An easier way is to charge up the S.Burner move. Let go when jumping over to the other side of the room.

In the Magna Centipede stage, keep going until you reach a part with a hole leading up to the ceiling. Make sure that the box that falls down and shoots you is still hanging on the ceiling. Charge up the S.Burner and fly over there. Climb up to get a capsule.

This capsule is found In the Morph Moth Stage. In the beginning of the stage, keep using the S.Wheel near the magnet part until a hole appears. Go down the hole and the capsule should be there.

Boss weaknesses
Armored Armadillo: Electric Spark
Chill Penguin: Fire Burner
Core Spider: Shotgun Ice
Flame Stag: Storm Tornado
Geemel: Speed Burner
Machine: X Buster
Magna Centipede: Silk Shot
Morph Moth: Speed Burner
Sigma: X Buster
Spark Mandrill: Shotgun Ice
Storm Eagle: X Buster
Wheel Gator: Magnet Mines
Zain The Shadow Hunter: Shotgun Ice

Hidden Moves Capsule
In one of the Sigma stages is a fully spiked wall that you cannot touch. There is a ladder next to it, on the top and the bottom. You need to get to the top ladder in order to get to the hidden capsule. Charge up the R.Shield and slide-jump into the spiked wall. You will not die with the shield on when standing on the spikes. Slide-jump to the left to get to the ladder. Climb up, and go through the enemies and spike with the shield until you reach the end of the room. There is a big hole there. Hold Left on the wall on the left and slide down slowly until you fall into a room. The capsule is located there, with the moves from Street Fighter characters Ryu And Ken, the Hadou-ken and the Shoryuken.