I've only solved some of the clues, but I believe the answer is...
Complete! (I think). Props to Chris Cudmore and Mohirl for figuring out 2, 3 and 7.
Former capitals of the world!
- Lost consciousness's rate of return is Spanish valuables in Swedish valuables. (5)
Lost consciousness = KO
Rate of Return = ROR
Spanish valuable = Oro (Gold)
Swedish valuable = Kr (Krona, the national currency)
Oro in Kr = Koror.
Koror is the former capital of Palau.
- The light side running a confused non-gay. (6)
(Credit to Chris Cudmore)
Yangon is an anagram of non-gay.
Yang is the light side of yin-yang
On = Running (as in "Is the fridge on?")
Yangon is the former capital of Myanmar.
- Stirring a Malay T for a grateful Spanish spirit. (6) (Credit to Chris Cudmore)
Almaty is an anagram of Malay T.
Alma is soul in Spanish.
TY = Thank You.
Alma + TY = "grateful Spanish spirit"
Almaty is the former capital of Kazakhstan.
- Dear Masalas, a Russian gift with an Arab greeting. (11)
Dear Masalas is an anagram for Dar es Salaam
Dar is gift in Russian.
Salaam is an Arab greeting.
Dar es Salaam is the former capital of Tanzania.
- Actor Martin messed up or actor Smith with no head. (4)
Dean Martin was an actor and singer. Aden is Dean scrambled.
Jaden Smith is an actor and rapper. Aden is Jaden without the head (the letter J).
Aden is the former capital of Yemen.
- Returning in noble elongated French good stuff. (4)
Bonn is in the phrase "returning in noble" backwards
Bon is good in French.
Bonn is "bon" elongated.
Bonn is the former capital of Germany.
- Let Serbian mixologists have Oriental doughnut parts. (10) (Credit to Mohirl)
East Berlin is an anagram of 'Let Serbian'.
East = Oriental
Berliner is a doughnut-like cake
Berlin is part of Berliner.
Oriental doughnut part = East Berlin.
East Berlin is the former capital of (East) Germany.
- Polish colony is a universal donor and a poker commentator in a Korean automobile (7)
Colony in Polish = Kolonia
Universal Donor = O-
Korean automobile = Kia
Poker commentator = Lon (McEachern)
Universal Donor and Lon in Kia = Kolonia
Kolonia is the former capital of Micronesia
- A rabid janitor shows muscle and passport to a Czech revolutionary. (7)
Rabid janitor has Abidjan in it
Abs are muscles
Your passport is an ID
Jan (Palach) was a Czech political protester who set himself on fire
Abidjan is the former capital of Cote d'Ivoire.
- New York crime lord or Latin country meets a gaseous end. (7)
Colombo is a prominent NY crime family
Colombia + gaseous end (O = Oxygen) = Colombo.
Colombo is the former capital of Sri Lanka.