What it is and where it comes from
Hard capsules and soft gels are usually made of gelatin, which in Europe is often from pigs. Vegetable capsules are made of hypromellose (HPMC, from wood cellulose) or pullulan (from fermentation). Fish oil softgels are sometimes made of fish gelatin.
Where you find it
Medicines, vitamins, fish oil, supplements and some sweets.
What to look for on the label
Look for "vegetable capsule", "HPMC", "hypromellose", "fish gelatin" or a halal logo. Ask your pharmacist: many medicines come in tablet form or in vegetable capsules. For real medicine with no alternative, many scholars allow a gelatin capsule out of need. Ask your imam.
This is a guide, not a fatwa. Recipes change, so check the label, look for halal certification, and ask your local imam where scholars differ.