A large part of the Capitals of the World have heraldic arms, I will here take a look at them. Pictures is from Wikipedia if not otherwise stated.
http://upload.wikimedia.org/wikipedia/commons/f/f5/Wappen_Tirana.gif
Tirana, Capital of Albania.
http://upload.wikimedia.org/wikipedia/commons/f/fb/Blason-alger.gif
Algiers, Capital of Algeria arms adopted after independence. The ship symbolizes seafaring, the lions strenght. The crescent and star symbolizes the Muslim faith of the majority of the inhabitants. Below the lions symbols for industry, agriculture and science.
http://www.ngw.nl/int/afr/alg/images/alger2.jpg
Arms of Algiers during the French times. A cross symbolizing the Christian portion of the population. Picture from International Civic Herladry http://www.ngw.nl/
http://www.ngw.nl/int/afr/ang/images/luanda.jpg
Arms of Luanda the Capital of Angola during the Portuguese times. The full name was São Paulo da Assunção de Luanda and thus the arms shows Saints Mary and Paul. These arms ar probably not in use anymore. Picture from ICA.
Andorra la Vella, capital of Andorra.
upload.wikimedia.org/wikipedia/commons/6/61/Buenos_Aires_Coats_of_Arms.gif[7img]
Buenos Aires, Capital of Argentina.http://upload.wikimedia.org/wikipedia/commons/1/16/Yerevan_coa.gif
Yerevan, Capital of Armenia.
From http://www.heraldicum.ru/ the arms of Yerevan during the Russian Empire:
http://img412.imageshack.us/img412/4322/erivanpl5.gif
Arms granted 21 May 1843.
http://img412.imageshack.us/img412/5505/erevankxo2.gif
Project of 1857.
http://www.ngw.nl/int/aus/images/canberra.jpg
Canberra, Capital of Australia. Granted by the College of Arms 1 November 1928 with the Motto For the King, the Law and the People. The Castle symbolizes the City, the Crown symbolizes the Monarch and the Sword National authority and the Mace the Lawmaking power situated in the Capital. The Rose stands for the role of the Duke of York in establishing Canberra as the Capital of Australia. The Crowned Portcullis is a symbol of the Parliament of Westminister and its Australian counterpart in Canberra. The three symbolizes the local flora. The Swans symbolizes the Arboriginal and European populations. Picture from ICA.
The Capital of Austria Vienna has used different version of its arms:
http://upload.wikimedia.org/wikipedia/commons/d/df/Wien_2_Wappen.PNG
The present large arms, usually only the red shield with the cross is used.
http://upload.wikimedia.org/wikipedia/commons/2/28/Wien_Wappen_1938-1945.png
Arms used 1938-45.
http://upload.wikimedia.org/wikipedia/commons/3/38/Wien_Wappen_1461-1925.png
Arms 1461-1925. In 1925 the Eagle lost one of its heads as the twoheaded Eagle was seen as to Imperial. However the Eagle was again made twoheaded in 1934 as the large arms, the lesser arms was only the red shield with the silver cross. In 1938 the lesser arms was abolished and only the above shown arms was considered the arms of the City.
The Coat of Arms of Madrid:
http://bp2.blogger.com/_gTQCiRKlM-U/SAMhl132G3I/AAAAAAAAB3U/dMQ8rqyuuqk/s400/1181748070_1.jpg
The same arms:
http://bp3.blogger.com/_gTQCiRKlM-U/SAMhmF32G4I/AAAAAAAAB3c/aLjifHCBdsU/s400/escudo-madrid.gif
The first coat of arms of Madrid was seven stars in the form of the “bear constellation”. These stars are now in the bordure. The tree is a “madroño” (arbutus unedo), fruited gules (red).
Thanks Jose Carrion Rangel for those pictures and information on the arms of Madrid.
Here are the historical arms of Baku, the capital of Azerbaijan. Pictures from heraldicum.ru
http://img412.imageshack.us/img412/8407/baku1by7.gif
Arms approved 21 May 1843.
http://img412.imageshack.us/img412/4570/baku2tk0.gif
The above arms was replaced on 16 March 1883 with these. The flames detones the Oil Industry of Baku, once a great interest of the Swedish Industrial Family of Nobel.
http://upload.wikimedia.org/wikipedia/commons/4/4a/BrusselWapen.gif
The great arms of Brussels, capital of Belgium and the European Union.
http://upload.wikimedia.org/wikipedia/commons/7/76/Escudodearmaslapaz.gif
Arms of La Paz, capital of Bolivia.
http://upload.wikimedia.org/wikipedia/commons/thumb/b/b0/Herbik.svg/93px-Herbik.svg.png
"Arms" of Sarajevo, capital of Bosnia.
http://www.ngw.nl/int/bos/images/ssarajevo.jpg
Arms of Serbian (now Istočno) Sarajevo, capital of Republika Srpska the Serbian part of Bosnia. The Silver dubbleheaded Eagle is from teh arms of Serbia. The Castles is from the arms of the Pavlovic Family, who ruled Eastern Bosnia in medeival times. The suporters is the Archangels Michael and Gabriel.
http://upload.wikimedia.org/wikipedia/commons/thumb/6/68/COA_of_Federal_District_(Brazil).svg/478px-COA_of_Federal_District_(Brazil).svg.png
Emblem of the Federal District of Brasilia, capital of Brasil.
http://upload.wikimedia.org/wikipedia/commons/thumb/f/fc/BG_Sofia_coa.svg/432px-BG_Sofia_coa.svg.png
Arms of Sofia, capital of Bulgaria.
http://www.ngw.nl/int/car/images/hamilton.jpg
Arms of Hamilton, Capital of the British Overseas Territory of Bermuda. The Ermine Quintefoils are from the various Hamilton arms. The other figures denotes the Harbour and Seafaring.
http://www.ngw.nl/int/chi/images/santiago.jpg
Arms of Santiago de Chile, granted by emperor Charles V (king Carlos I of Spain) 1552. The seashells is a symbol of St. James (in Spanish Santiago) and are canting. I don’t know the meaning of the Lion. Picture from ICA.
http://upload.wikimedia.org/wikipedia/commons/c/c1/Bogotá_(escudo).png
Arms of (Santa Fé de) Bogota, Capital of Colombia. Also these originates from Spanish times. The pomegranates probably denotes the Viceroyalty of Nueva Granada whose Capital was Bogota.
The Coat of arms of San Francisco de Quito (Ecuador)
http://www.quito.gov.ec/ciudad/images/escud1.jpg
The two mountains make reference to the volcanoes on which base the city lays. The tower simbolize the Spanish setlement over the ruins of the ancient Inca (caranqui) city The flag and the eagles the victory of the Spanish Empire. The bordure azure (symbol of loyalty) is charged with a cord of the O.F.M. Reference to the name of the City (San Francisco)
Santiago de Leon de Caracas (Venezuela)
http://upload.wikimedia.org/wikipedia/commons/c/ca/Caracas_coat_of_arms.gif
Bolivar ancestors promote the petition to king Philip II who granted the arms.
The Bordure is charged with the phrase "Ave Maria Santisima Sin Pecado Concebida En El Primer Instante De Su Ser Natural"
Ciudad de Panama (Originaly Santa María la Antigua del Darién )
http://upload.wikimedia.org/wikipedia/commons/a/ab/Escudo_de_la_Ciudad_de_Panamá.png
Managua (Nicaragua)
Santa MAria de los Buenos Aires o Santa Maria del Buen Aire (Argentina)
http://www.visitingargentina.com/esp/capital-federal/images/bandera.jpg
San Felipe y Santiago de Montevideo (Uruguay)
http://upload.wikimedia.org/wikipedia/commons/6/60/Montevideo_Department_Coa.png
Nuestra Señora Santa María de la Asunción (Paraguay)
http://upload.wikimedia.org/wikipedia/commons/2/20/Escudo_asuncion_beta.png
San Jose de Costa Rica
http://upload.wikimedia.org/wikipedia/commons/e/e4/EscudoSanJose.gif
San Cristobal de la Habana (Cuba)
http://content.answers.com/main/content/wp/en/e/e6/Ciudad_de_La_Habana_Escudo.jpg
San Miguel de Tegucigalpa (Honduras)
Thanks fore those AVD. Continuing the theme :
http://www.ngw.nl/int/car/images/s-doming.jpg
Santo Domingo (Dominican Republic). The arms of the Domincan Order is to represent the name.
http://www.ngw.nl/int/car/images/santodom.jpg
A variation of the arms of Santo Domingo.
Pictures from ICA.
http://upload.wikimedia.org/wikipedia/commons/b/bf/Escudo_San_Salvador.jpg
San Salvador (El Salvador). Picture from Wikimedia.