If you have any type of strong adhesive, there's a good change the cap's stuck on there tight because you didn't bother to clean off the nozzle the last time you used it. Rockler reminds us that a little petroleum jelly can solve this problem. Photo by Djun Kim
Just dab a small amount of petroleum jelly on any glue nozzle before putting the cap on and it should prevent the cap from cementing on over time. Make suggests this should work with any adhesives that include cyanoacrylate (like super glue), as well as stuff like Shoe Goo.