"Wet" capacitors contain any number of liquid electrolytes. Could be something tame like ethylene glycol, boric acid, sulfuric acid, or nastier stuff like organic solvents (DMF or DMA which are poisonous, or GBL which is less lethal).
Nothing as bad as PCBs as far as I'm aware.
Cool, thanks. I think I should learn how these components actually work. Individually they seem pretty simple.