There are two types of Radio Frequency interference that X and Y capacitors address. The first type is broad band interference that is generated by power lines, electric motors and  switching. The second type is narrow band interference and is the result of signals that are intentionally generated from sources such as cell phones, radio transmitters, and other communication devices. Regardless of the source of the interference, it can be propogated via wire conductors, radiation or capacitive and inductive coupling.