I need to buy really low voltage electrolytic capacitors.

Allied Electronics http://www.alliedelec.com/

Weird hobby though.

Note that the smoke you make that way is pretty nasty. You’ve got vaporized electrolytes and either vaporized metalized-mylar or vaporized paper and foil. Inhale as little as possible, it’s not really made for human consumption.

The smoke may include Aluminum, which will cause all sorts of issues if inhaled.

I like the idea of the caps but as stated above they are not the best for environmental and health reasons.
You stated “under 5 volts”. I assume you are using a 6 volt supply, 4 AA batteries in series. Try a 2 cm piece of a single strand from a stranded copper wire and push it through a paper cap from a toy cap gun. Since the combination is not contained it will make a non toxic puff when you touch it to the battery stack. Note where you put the wire. When it falls the melted piece will still be warm and will melt polyester if that is below it.

I agree with @dabbler—when they blow it’s nasty stuff. In my early days I blew a few electrolytics (rated at hundreds of volts) by idiotically sending them 120 vac. Looking at mouser.com I see some caps rated as low as 2 volts, but those ratings assume correct polarity. I have no idea how much reverse voltage it takes a given electrolytic cap to self-destruct. I’m sure the failure modes differ among case designs as well as capacitances. Some have vent holes (“escape valves”) but I’m not sure how common that is.

Don’t they make small pyrotechnic devices to generate a puff of smoke (or whatever) when voltage is applied? Suppose you were making a movie where the mad scientist’s circuit board looks like it’s getting fried. You would want a totally predictable and repeatable gag, in take after take, that’s easy to reset between takes. @LuckyGuy‘s suggestion is brilliant!

I suppose you could experiment with reverse-polarity electrolytics at a controlled voltage and limited current—ideally the power supply is connected to an isolated UPS and the device is protected by a fuse. I’d wear face protection & have a fire extinguisher handy. Ideally done under a ventilation hood. Please report back on your field research, lol.