Well, there's been very little Christmas TV worth watching, so:
From Wikipedia's World Capital's List & OAG - I haven't checked everywhere, just the places where I thought there might not be any flights. If I've missed any, please add them in.
These places seem to fit into certain categories:
Administrative capitals with larger city nearby (in brackets) which has international airport:
Den Haag / The Hague - seat of Government (Amsterdam), Porto Novo (Cotonou), Quezon City (but usually listed as Manila), Sri Jayawardenepura Kotte (Colombo), Yamoussoukro (Abidjan)
Capitals more than 50km from any operational commercial airport:
Belmopan (Belize), Dodoma (Tanzania)
Territories too small to have airport:
Andorra La Vella, Mbabane (Swaziland), Monaco / Monte Carlo (no fixed wing), Plymouth (Montserrat - original airport destroyed by volcano; new fixed wing airport due Spring 05), San Marino, Vaduz (Liechtenstein), Vatican City
Capitals with no functional commercial airport due to war or territorial disputes:
Baghdad, Jerusalem, Nicosia