Captain Commando
In my opinion, and many other people's opinion, one of the best characters in the game. Like many of the other characters, CapCom can both combo and play keep away. Only thing is, he's not the best person to have play keep away against you. If you are against him and he plays keep away, you in for trouble. Due to his ability to hit full horizonal and full vertical, and then his super going from vertical to horizonal hitting everything in it's path, you won't be able to near him too soon. If he's being used as a combo character, bye bye opponent. His combos are easy to do and do massive damage. He even has a few instant deaths. Not many downfalls to this guy since I can't seem to find one off the top of my head.
Special Attacks
Captain K.O. - QCF+P
Captain Corridor - QCB+P
Captain Kick - QCB+K
Commando Strike Ginzu - QCF+WK
Commando Strike Mack - QCF+MK
Commando Strike Baby - QCF+FK
Super Attacks
Captain Sword - QCF+2P
Captain Storm - QCF+2K
Combos
D+WK, D+FP, QCF+2K, D+WK, FK, QCF+2P, WP, WK, FP, FK, QCF+2P, WP, WK, FP, FK U+WP, WK, MP, MK, QCF+P (Lv.3 Instant Death)
This should be done in the corner, and as the note says, this is an instant death. It seems to work on any system. You first start off by hitting them with a set up and then the Captain Storm, then you hit them off the ground with a crouching WK, then launch them into a Captain Sword. Before they hit the ground, hit them with the 4 hit string into another Captain Sword. Do that once more and after the FK which launches them, then follow up with an air combo to finish off those with a higher defense.
WP, WK, FK, QCF+2P
This is a basic combo that uses 2 hits into a launcher into the Captain Sword. This does massive damage and can be done easily. It's a shame that people don't use it more often. Use this everytime that you launch them and have a super and you'll win in no time.
WP, WK, FK, QCF+2P, QCF+2K, D+WK, FK, QCF+2P, WP, WK, FP, FK, U+WP, WK, MP, MK, QCF+P (Lv.3 Instant Death)
This is another way to set major pain into the opponent. This must also be done in the corner. This also requires super cancelling. Use the basic Captain Sword combo, but after the first hit or 2, cancel into the Captain Storm. This will link, although it might restart the combo meter. After the Captain Storm, hit them off the ground into a launch and Captain Sword. After this, while they are coming down, hit them with the 4 hit string into a launcher, into an air combo and death.
WP, WK, FK, QCF+2K, D+WK, FK, QCF+2P, WP, WK, FP, FK, U+WP, WK, MP, MK, QCF+P (Lv.2 Instant Death)
This one must be done in the corner also. First, launch them then use a Captain Storm. Big note to be remembered. This part is blockable. but if they don't block it, it'll do massive damage. When I say massive damage, does a bit under 3/4 of their life sound good? After that, pick them back up off the ground and launch them again into a Captain Sword. Only high defense characters can survive this. If the person is still alive, then do the 4 hit into the air combo end for this. If this doesn't kill them, then they're seriously cheating. (The computer has been known to survive this, but then again, they can cheat to extremes unknown to man.)