In this review work, the passage of charged and neutral beams through dielectric capillary guides is described from a uniform point of view of beams channeling in capillaries. The motion of beams into the hollow channels formed by the inner walls of capillaries is mainly determined by multiple small-angle scattering (reflection) and can be described in the approximation of surface channeling. It is shown that the surface interaction potential in the case of micro- and nano-capillaries is actually conditioned by the curvature of the reflecting surface. After presenting the analysis of previously performed studies on X-rays propagation into capillaries, which is valid for thermal neutrons, too, the surface channeling formalism is also developed for charged particle beams, in particular, moving in curved cylindrical capillaries. Alternative theories explaining experimental results on the beams passage through capillaries are based on simple thermodynamic estimates, on various diffusion models, and on the results of direct numerical simulations as well. Our work is the first attempt to explain the effective guiding of a charged beam by a capillary from the general standpoint of quantum mechanics, which made it possible to analytically explore the interaction potential for surface channeling. It is established that, depending on the characteristics of a projectile and a dielectric forming the channel, the interaction potential can be either repulsive or attractive; the limiting values of the potential function for the corresponding cases are determined. It has been demonstrated that the surface channeling behaviour can help in explaining the efficient capillary guiding for radiations and beams.