I think the most troublesome caps are those nasty brown or black Hunts caps used widely in most electronics through the 50's.
The plastic casing always cracks and falls off, making it impossible to identify the value without a circuit diagram to hand, they tend to go off like little firecrackers
These are definitely replace on sight, most if not all will have turned into resistors, or be short circuit.
The photos below are from a couple of my recent restorations, the first photo is from a Pye 'Black Box' amplifier, I replaced these before attempting to power it up, these caps will destroy these amps in seconds!
It is not uncommon to find open circuit output & fried mains transformers in these due to these caps.
The second photo shows on the left, the amount removed from my Marconiphone VRC74DA, these caps caused many problems in the RF deck back when the sets were quite new!
Mark