There are just under 200 (generally recognised) countries in the world. Every one of them has at least one capital city. (Some might have separate 'administrative' and 'historic' capitals).
Then, within each country, there are provinces, regions and states, each of which might have its own capital city. So there are thousands of 'capital cities' across the world. Without more information there's absolutely no chance that anyone will be able to answer your question (unless, of course, someone happens to recognise your crossword as one that they've already completed themself).
Chris