PrimitiveType.Capsule  

// Creates a capsule primitive
function Start () {
    var capsule : GameObject = GameObject.CreatePrimitive(PrimitiveType.Capsule);
}

using UnityEngine;
using System.Collections;

public class example : MonoBehaviour {
    void Start() {
        GameObject capsule = GameObject.CreatePrimitive(PrimitiveType.Capsule);
    }
}

import UnityEngine
import System.Collections

class example(MonoBehaviour):

    def Start():
        capsule as GameObject = GameObject.CreatePrimitive(PrimitiveType.Capsule)