Electrolyte Capacitors

Don't use a polarised capacitor if the thing can become reverse-biased. The results can be explosive (done it, been there, secondhand T-shirt now on eBay [usual disclaimer])!

The most common application of non-polarised electrolytic capacitors is in frequency crossover and low and high pass filters for audio signal applications. Their large capacitance over other capacitor types makes them ideal for low pass filters for sub woofers.

http://en.wikipedia.org/wiki/Electrolytic_capacitor

Never use a polarised capacitor in place of a non-polarised capacitor in an alternating current (or frequency) circuit as it won't survive. Ever been hit in the eye by the can housing of an exploding electrolytic capacitor, I have.

There is a way to make a non-polarised electrolytic capacitor out of two polarised electrolytic capacitors and two diodes but it has its problems and non-polarised electrolytic capacitors are relatively inexpensive and easy to find now days.

For small capacitance values there are many other non-polarised capacitor types that are suitable (and superior) replacements for small electrolytic capacitors if you don't have any. They are a little more expensive and physically larger but easy to find.

What's the application, is it audio or frequency filtering?