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This is a buzzword these days in high-end tweaks and products. It is a real effect and worth knowing about it but certainly does not justify the use of the term in our high-end world. From my favorite electronic blogger, Dave Jones:
Of course capacitors are a bugger, because they can have so many parasitic behaviours - once you talk really high frequencies it becomes an art form using them in such a way that they actually do something useful, and most importantly, what you think they should be doing.
Ceramic caps used for decoupling exhibit high voltage coefficients, especially in the lower grades, thus the video. Most other films, much less. That old Audio article is still online... Change in value over time and temperature, especially for electrolytics, is another issue often overlooked.