Jupiter’s got dozens of moons, and most of them are captures. They are also moving in retrograde orbits, which is often considered diagnostic of capture. Capture of a smaller body can also be accomplished by repeated encounters, as described briefly here by the late V.A. Firsoff:
http://www.freerepublic.com/focus/chat/1234919/posts?page=4#4
Whoops, the retrograde moons are the ones I was talking about overall — the four Galilean moons and other inner moons are in prograde orbit.