Marriott points can be converted to most airline programs, but the best way to do it is with a Marriott Rewards travel package that includes airline miles and a hotel award. You choose the number of miles you want and the hotel category you want and the award is "priced" appropriately.
Capital One, probably not. Most of their points programs are the type where you accumulate "miles" that can be redeemed through them for a ticket on any airline for a certain dollar amount, with some restrictions. The plus side of that program is that you generally earn miles on the "free" ticket (it's a paid ticket from the airlines point of view, and not subject to the same award seat allocations that it would be if you were trying to redeem a "saver" award using the airlines mileage program), but the downside are the restrictions and the dollar amount schedule per number of miles. The schedules can be different depending on when and which program you signed up for. You would need to research that yourself using the link to your specific Capital One rewards program information.
Amex .. it depends on which Amex program you have. Amex Membership Rewards can be transferred to some airline programs, but you can be creative and transfer miles to an alliance member or partner airline to get an award on airlines you can't transfer to directly, though that can be difficult to plan and execute. For Amex MR, you can look at the membershiprewards.com web site.
For a more thorough answer, you would have to post the exact cards you have and which airlines you have miles with and what you want to do with your miles/points. Also, flyertalk might be a better place to post this question, but there's several people here that know the ins and outs of many of these programs.
There's other ways to "launder" miles and points, but the cost of doing so is prohibitive so it's generally not worth it. (for example, you might only net 10% of the miles in the laundering process.)
-David