We present a study on the behavior of air bubbles captured in a Taylor vortex formed in the annulus between two concentric cylinders. It is found that small bubbles stay either at certain locations near the vortex cores or in the outflow regions along the inner cylinder. If bubbles of the same size are introduced, a variety of bubble structures (such as ring, chain, cluster, etc.) appear due to different mechanisms. For bubbles of nonuniform size, orbit crossing of small and large bubbles is observed. Droplets and particles can also be captured in Taylor vortices, and these exhibit certain unique features.