The entrapment of fine colloidal paramagnetic (and diamagnetic) particles at magnetic capture centers in the colloid is reviewed. First, the effect of thermal diffusion upon the entrapment from a static colloid is examined in both the one-dimensional and two-dimensional cases. The latter case allows prediction of captured volumes of colloidal particles. Subsequently, the interparticle effects due to the Helmholtz double-layer electrical interaction and the magnetic dipole-dipole interaction are introduced, and their effect on the one-dimensional theory is calculated and shown to be of importance. A theory that incorporates the double-layer effect into the two-dimensional case is presented, and its predicted consequences upon the volume of captured particles is examined. Finally, the flow of the colloid is introduced, and a framework that allows fine particle capture to be included as a special case of normal size particle entrapment theory is suggested. Where possible, simple approximate solutions of nonanalytic differential equations are offered so that a significant amount of work can be done without resorting to computation. A diagrammatic means of assessing the effects of thermal diffusion and interparticle effects upon entrapment is described. The experimental evidence pertaining to fine particle entrapment is examined, and many numerical examples are given in order to provide a meaningful physical insight into the complex theory.