Spiders and their silk are an excellent system for connecting the properties of biological materials to organismal ecology. Orb-weaving spiders spin sticky capture threads that are moderately strong but exceptionally extensible, resulting in fibers that can absorb remarkable amounts of energy. These tough fibers are thought to be adapted for arresting flying insects. Using tensile testing, we ask whether patterns can be discerned in the evolution of silk material properties and the ecological uses of spider capture fibers. Here, we present a large comparative data set that allows examination of capture silk properties across orb-weaving spider species. We find that material properties vary greatly across species. Notably, extensibility, strength, and toughness all vary approximately sixfold across species. These material differences, along with variation in fiber size, dictate that the mechanical performance of capture threads, the energy and force required to break fibers, varies by more than an order of magnitude across species. Furthermore, some material and mechanical properties are evolutionarily correlated. For example, species that spin small diameter fibers tend to have tougher silk, suggesting compensation to maintain breaking energy. There is also a negative correlation between strength and extensibility across species, indicating a potential evolutionary trade-off. The different properties of these capture silks should lead to differences in the performance of orb webs during prey capture and help to define feeding niches in spiders.