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One additional wrinkle not (at present) mentioned is that Class X and Class Y capacitors are used in those specific locations for [safety reasons, having to do with the capacitors being connected directly to the line supply.](https://www.allaboutcircuits.com/technical-articles/safety-capacitor-class-x-and-class-y-capacitors/)

Class X capacitors are rated for the use shown - across the line. If they fail short, it's expected that a fuse will blow or a breaker will trip.

Class Y capacitors are rated for the use shown - line to ground, where failing short has the nasty unfortunate side effect of applying line voltage to a ground. This is particularly problematic where the ground in question is an audio ground not connected to powerline ground, as in vintage guitar amps (which may well predate Class Y capacitors, as well; I have not been successful in determining when those classifications were defined and implemented), or gear where someone has cut off the power ground prong to accomodate outdated receptacles. So class Y capacitors are designed to fail open when they fail.

Some "Safety Capacitors" are dual rated for both X & Y uses.