Capsules, for example for the delivery of pharmaceuticals, are produced from two films (18) of a water-soluble polymeric material, by deforming the films to form a multiplicity of recesses, and filling the recesses, using two adjacent rotary dies (14, 15; 42) with recesses (16) into which the films (18) are deformed. The dies (14, 15; 42) act as electrodes for welding the films together by dielectric welding to form filled capsules (30). The capsules (30) can be separated from the resulting web either by coating at least one of the dies (14) with an electrical insulator (21), or by transferring the web from the dies (14, 15; 42) to a second pair of dies which cut the capsules (30) free. The polymeric material may be gelatin, or a water-soluble cellulose derivative such as hydroxypropyl methyl cellulose, and may also contain a plasticiser.