Capture linking
Capture linking is a glitch that allows Mario to be captured to one or more captures while still having full control of Mario. This glitch can only be performed in Wooded Kingdom, as it is an extension of CFU that requires access to a warp painting nearby.
The glitch is performed by capturing a Coin Coffer inside of a damage source to activate CFU, then falling into a painting. When entering the painting, Cappy will be returned to Mario despite being captured to the Coin Coffer. This allows Mario to capture a nearby capture such as a Firebro, resulting in Mario controlling both the Coin Coffer and the additional capture. In this state, pressing ZL/ZR will only uncapture the Firebro and leave Mario with full control of the Coin Coffer.
Side effects
Capture linking can be used to achieve many other glitches. Some of these are listed below.
Link swapping
After successfully linking Mario to the Coin Coffer, the linked capture can be swapped out for any other capture. By capturing any other capture as Mario and killing the linked capture through water or an upwards-facing pipe, Mario will jump out of the main capture as if he had just uncaptured but now the other capture will be linked to Mario as well.
Chain linking
One property of capture linking is that CFU can be performed by capturing any capture, provided that a linked capture is in a damage source during the capture sequence. Using this, the same steps to perform capture linking can also be used to link additional captures by replacing the Coin Coffer with any other capture while keeping a linked capture in a damage source.