I am using fiddler version 4 and am unable to capture some websites like Facebook, google, gmail, yahoo; however, it captures some other websites correctly.
I checked the filters option and found that they use filters option "Unchecked" and also checked fiddler through its IP and its running correctly.
I think that's causes by missing https decryption.
There is a menu point to import the fiddler root certificate in the local certificate store.
http://docs.telerik.com/fiddler/Configure-Fiddler/Tasks/TrustFiddlerRootCert
How to:
Click Tools > Fiddler Options > HTTPS.
Click the Decrypt HTTPS Traffic box.