Hi everyone,
I got this problem when I tried Cap Holes and nothing happened. Overall, I created a spline which later I turned it into an object. I wanted to close it from both sides but it doesn’t work. 
If someone can help me will be much appreciated. I read already all possible forums regarding this issue and none of the solutions helped. Plus I am very new with 3ds Max and most probably I did something stupid I have no idea of 
If this is an extruded modifier on a shape its because you have overlapping tangents somewhere. where that curve shape at the top is some of those points are too close together or the bezier curve is overlapping a vertex.
if you have extruded this manually then there could be that your shape isnt closed.
Put a weld vertex modifier on top of this, then cap holes modifier, increase the vertex weld threshold until you see the cap working - it will give you an idea of where the problem is. If all those points are similar distance then do this in small sections.
