Special forces
Capabilities: Special forces capabilities include the following:

Special reconnaissance and surveillance in hostile environments
Foreign internal defense: Training and development of other states' military and security forces
Offensive action
Support to counter-insurgency through population engagement and support
Counter-terrorism operations
Sabotage and demolition
Hostage rescue
Other capabilities can include close personal protection; waterborne operations involving combat diving/combat swimming, maritime boarding and amphibious missions; as well as support of air force operations.

History: 

Early period: Special forces have played an important role throughout the history of warfare, whenever the aim was to achieve disruption by "hit and run" and sabotage, rather than more traditional conventional combat. Other significant roles lay in reconnaissance, providing essential intelligence from near or among the enemy and increasingly in combating irregular forces, their infrastructure and activities.
Chinese strategist Jiang Ziya, in his Six Secret Teachings, described recruiting talented and motivated men into specialized elite units with functions such as commanding heights and making rapid long-distance advances. Hamilcar Barca in Sicily (249 BC) had specialized troops trained to launch several offensives per day. In the late Roman or early Byzantine period, Roman fleets used small, fast, camouflaged ships crewed by selected men for scouting and commando missions. In the Middle Ages, special forces trained to conduct special operations were employed in several occasions. An example of this were the special forces of Gerald the Fearless, a Portuguese warrior and folk hero of the Reconquista. Muslim forces also had naval special operations units, including one that used camouflaged ships to gather intelligence and launch raids and another of soldiers who could pass for Crusaders who would use ruses to board enemy ships and then capture and destroy them. In Japan, ninjas were used for reconnaissance, espionage and as assassins, bodyguards or fortress guards, or otherwise fought alongside conventional soldiers. During the Napoleonic wars, rifle regiments and sapper units were formed that held specialised roles in reconnaissance and skirmishing and were not committed to the formal battle lines.

First specialized units: Between the 17th and 18th centuries, there were wars between American colonists and Native American tribes. In Colonial America specialized Rangers formed and first mentioned by Capt. John Smith, in 1622. Learning frontier skills from friendly Native Americans the Rangers helped carry out offensive strikes "frontier combat" against hostile Natives. Thus Ranger companies were formed to provide reconnaissance, intelligence, light infantry, and scouting. Colonel Benjamin Church (c. 1639–1718) was the captain of the first Ranger force in America (1676). 
Many Colonial officers would take the philosophies of Benjamin Church's ranging and form their own Ranger units.
Several Ranger companies were established in the American colonies, including Knowlton's Rangers, an elite corps of Rangers who supplied reconnaissance and espionage for George Washington's Continental Army. 
Daniel Morgan, was known as leader of The Corps of Rangers for the Continental Army. Rogers' Rangers on Roger's Island, in modern-day Fort Edward, New York, is regarded as the "spiritual home" of the United States Special Operations Forces, specifically the United States Army Rangers. These early American light infantry battalions were trained under Robert Rogers' 28 "Rules of Ranging", which is considered the first known manual of modern asymmetric warfare tactics used in modern special operations.
Various military Ranger units such as the United States Mounted Rangers, United States Rangers, Loudoun Rangers, 43rd Virginia Rangers, and Texas Military Rangers continued throughout the 19th-20th century until the modern formation of the Army Ranger Battalions in WWII. 

The British Indian Army deployed two special forces during their border wars: the Corps of Guides formed in 1846 and the Gurkha Scouts (a force that was formed in the 1890s and was first used as a detached unit during the 1897–1898 Tirah Campaign).
During the Second Boer War (1899–1902) the British Army felt the need for more specialised units. Scouting units such as the Lovat Scouts, a Scottish Highland regiment made up of exceptional woodsmen outfitted in ghillie suits and well practised in the arts of marksmanship, field craft, and military tactics filled this role. This unit was formed in 1900 by Lord Lovat and early on reported to an American, Major Frederick Russell Burnham, the Chief of Scouts under Lord Roberts. After the war, Lovat's Scouts went on to formally become the British Army's first sniper unit. Additionally, the Bushveldt Carbineers, formed in 1901, can be seen as an early unconventional warfare unit.
The Luna Sharpshooters, also known as the "Marksmen of Death" (Spanish: Tiradores de la Muerte), was an elite unit formed on 1899 by General Antonio Luna to serve under the Philippine Revolutionary Army. They became famous for fighting fiercer than the regular Filipino army soldiers. Most of the members of this unit came from the old Spanish Army filipino members which fought during the Philippine Revolution.

The sharpshooters became famous for their fierce fighting and proved their worth by being the usual spearheading unit in every major battle in the Philippine–American War. In the Battle of Paye on December 19, 1899, Bonifacio Mariano, a sharpshooter under the command of General Licerio Gerónimo, killed General Henry Ware Lawton of the United States Army, making the latter the highest ranking casualty during the course of the war.

World War I: The German Stormtroopers and the Italian Arditi were the first modern shock troops. They were both elite assault units trained to a much higher level than that of average troops and tasked to carry out daring attacks and bold raids against enemy defenses. Unlike Stormtroopers, Arditi were not units within infantry divisions, but were considered a separate combat arm.

Interwar period: 

Chaco war: The Macheteros de Jara was an auxiliary cavalry regiment that was organized since August 15, 1932, before the Battle of Boquerón began. The regiment was recruited from former outlaws from Paraguay who fought against Bolivian officers and soldiers.
The 50th Infantry Regiment (Cuchilleros de la Muerte) was a Bolivian infantry regiment that fought in the Chaco War. Nicknamed the Knives of Death (Spanish: Cuchillos de la Muerte), the regiment relied almost exclusively on the use of blade weapons, particularly bayonets.

World War II: 

British: 

Commandos: Modern special forces emerged during the Second World War. In 1940, the British Commandos were formed following Winston Churchill's call for "specially trained troops of the hunter class, who can develop a reign of terror down the enemy coast." A staff officer, Lieutenant Colonel Dudley Clarke, had already submitted such a proposal to General Sir John Dill, the Chief of the Imperial General Staff. Dill, aware of Churchill's intentions, approved Clarke's proposal and on 23 June 1940, the first Commando raid took place.
By the autumn of 1940 more than 2,000 men had volunteered and in November 1940 these new units were organised into a Special Service Brigade consisting of four battalions under the command of Brigadier J. C. Haydon. The Special Service Brigade was quickly expanded to 12 units which became known as Commandos.  Each Commando had a lieutenant colonel as the commanding officer and numbered around 450 men (divided into 75 man troops that were further divided into 15 man sections).
In December 1940 a Middle East Commando depot was formed with the responsibility of training and supplying reinforcements for the Commando units in that theatre. In February 1942 the Commando training depot at Achnacarry in the Scottish Highlands was established by Brigadier Charles Haydon. Under the command of Lieutenant Colonel Charles Vaughan, the Commando depot was responsible for training complete units and individual replacements. The training regime was for the time innovative and physically demanding, and far in advance of normal British Army training. The depot staff were all hand picked, with the ability to outperform any of the volunteers.

Training and assessment started immediately on arrival, with the volunteers having to complete an 8-mile (13 km) march with all their equipment from the Spean Bridge railway station to the commando depot. Exercises were conducted using live ammunition and explosives to make training as realistic as possible. Physical fitness was a prerequisite, with cross country runs and boxing matches to improve fitness. Speed and endurance marches were conducted up and down the nearby mountain ranges and over assault courses that included a zip-line over Loch Arkaig, all while carrying arms and full equipment. Training continued by day and night with river crossings, mountain climbing, weapons training, unarmed combat, map reading, and small boat operations on the syllabus.
Reaching a wartime strength of over 30 individual units and four assault brigades, the Commandos served in all theatres of war from the Arctic Circle to Europe and from the Mediterranean and Middle East to South-East Asia. Their operations ranged from small groups of men landing from the sea or by parachute to a brigade of assault troops spearheading the Allied invasions of Europe and Asia. The first modern special forces units were established by men who had served with the Commandos, including the Parachute Regiment, Special Air Service, and Special Boat Service. The No. 10 (Inter-Allied) Commando organised by British of volunteers from occupied Europe led to French Commandos Marine, Dutch Korps Commandotroepen, Belgian Paracommando Brigade.