In recent years, continuous separation media have attracted considerable attention because of the advantages they offer over packed columns. This research resulted in two useful monolithic material types, the first based on modified silica gel and the second on organic polymers. This work attempts to review advances in the development, characterization, and applications of monolithic columns based on synthetic polymers in capillary chromatography, with the main focus on monolithic beds prepared from methacrylate-ester based monomers. The polymerization conditions used in the production of polymethacrylate monolithic capillary columns are surveyed, with attention being paid to the concentrations of monomers, porogen solvents, and polymerization initiators as the system variables used to control the porous and hydrodynamic properties of the monolithic media. The simplicity of their preparation as well as the possibilities of controlling of their porous properties and surface chemistries are the main benefits of the polymer monolithic capillary columns in comparison to capillary columns packed with particulate materials. The application areas considered in this review concern mainly separations in reversed-phase chromatography, ion-exchange chromatography, hydrophobic and hydrophilic interaction modes; enzyme immobilization and sample preparation in the capillary chromatography format are also addressed.