[Sammus]

I'm pretty sure the caps on ESCs are always across the power leads - but they have to be the right kind and the right capacitance. Even a lot of ones touted as "Low ESR" arent really low enough for something like this. So I've been told (personally got no clue :P)

AndI doubt it would be needed at all for the Mamba Monster :P People add stuff like that for a few reasons:
1) Super long battery wiring.
2) the manufacturer supplies it and recommends using it with their controller (I suspect this is probably due to poor controller design *coughnovakcough*)
3) when your pushing an esc way way beyond its recommended specs (ie, people running Mamba maxes on 5s and stuff)