I have the impression you are implying a string of parallel capacitors, like drawn in the lower half of the image. Not to confuse with series capacitors that are connected end to end to end to ...
simulate this circuit – Schematic created using CircuitLab
One of the problems you may be facing is that the wires between capacitor and load are not ideal. They have a given length and with length comes resistance and inductance.
So you can theoretically use a single huge capacitor, but when the connecting wires are getting longer, the effect of the capacitor is reduced due to wire impedance. It is good practice to connect a capacitor as close to the load as viably possible to reduce the effect of the connecting wires. For the same reason, when you look at a populated PCB, you'll see many small capacitors distributed across the board, all placed on the power rails, but near to a (small) load (eg. IC's).