Rapidly developing electronics industry is striving for higher energy-storage capability dielectric capacitors for pulsed power electronic devices. Both high dielectric permittivity and high dielectric breakdown strength are essential properties to meet the desired device performance. However, due to materials limitations and their preparation requirements, there are significant challenges which limit the use of current dielectrics in high-energy storage capacitors. In addition material limitations such as, low dielectric permittivity, low breakdown strength, and high hysteresis loss decrease these materials' energy density and efficiency, restricting potential applications. Thus, a thorough understanding of the implementation, optimization and limitations of ferroelectric, relaxor-ferroelectric, and anti-ferroelectric thin films in high-energy storage dielectric capacitors is an essential and important research topic for the incorporation of these materials in near future applications.