Yu-Gi-Oh King of Games - Yu-Gi-Oh! Capsule Monsters has been never aired in Japan. It is unrelated to the Capsule Monster Chess game featured in early volumes of the original manga. Are
Yu-Gi-Oh! - Duel 024 - Yugipedia - Yu-Gi-Oh! wiki
Yu-Gi-Oh! Capsule Monster Coliseum - Yugipedia - Yu-Gi-Oh! wiki
Yu-Gi-Oh! Capsule Monster Coliseum (PS2, 2004) for sale online | eBay