Radiator caps set system pressure; oil caps seal against oil mist; fuel caps seal the evaporative system and, on many vehicles, trigger a check engine light when they do not.
A radiator cap that no longer holds its rated pressure lets coolant boil below the normal boiling point, which shows up as overheating under load with a full system. Caps are rated in psi, and the rating has to match.
Fuel caps are a common cause of an evaporative emissions code. The cap has to seal and, on vehicles with a cap-less filler, the flap and its seal take that role and are listed as a separate part.
Covers and shields that have lost their retaining clips will rattle or disappear. The clip is often available separately and is worth ordering with the cover.