Capacitors can be used to remove ripple from a DC current. Ripple is basically alternating current that is running along a DC current. So, attenuation, I believe, is the correct terminology.
They generally don't completely get rid of AC, and they don't perfectly filter it out unless they are perfectly matched for the AC, and even then, I don't know of any capacitors that are used in lieu of a full-bridge rectifier or half-bridge rectifier to convert AC to DC.
I could very well be wrong. I am far from an electronics expert, But this is what my understanding tells me.