A loooong time ago you could capture cities with bombers. It was kind of lame, because you could lose half your empire in 1 turn (due to bomber range).
Granted, those games were still fun (as long as you werent on the receiving end), but they changed it, and I am 100% sure they are not going back, sorry.
As others have said, you can capture with ships - Destroyers, or Subs (as long as they have marines onboard).