Capsules are VDex exclusive items that apply unique natures to Pokemon not found in the games. Many of these natures are based on popular internet memes, songs, and other well-known phrases. Once a capsule has been applied to a Pokemon, a random nature from that capsule will be selected for the Pokemon, and cannot be removed without a Removal Capsule.
There is a unique capsule that can be purchased in Castelia City called the Back Capsule, which, when applied to a Pokemon, displays the back of their sprite rather than the front. The back sprites used are always the B/W back sprites.