The lateral capillary force appears between particles protruding from a liquid film and its physical origin is the overlap of the menisci formed around the separate particles. In turn, the size and shape of a separate meniscus is determined by the wetting properties of the particle surface, i.e., by the intermolecular forces. Therefore, the lateral capillary interaction is operative between particles of size from 1 mm down to 10 nm. Here, we first report data for direct measurement of capillary forces between particles of millimeter and submillimeter size by means of a torsional balance. Next, we present theoretical calculationsd of the capillary interaction between much smaller particles confined in spherical thin liquid films (vesicles, liposomes, etc.). As a result, we obtain a strong interparticle attraction, which can bring about aggregation and ordering of the particles in consonance with the experimental observations.