[Mondial]

Its not always important, but the shielding effect of the outside foil does make a difference. 

The video that Bob mentions is full of misinformation. Film caps have been marked as to the outside foil connection for decades because of the inherent shielding it provided, not for any risk of shorting to ground. Until recently, even yellow film caps made by Cornell Dubilier and Sprague were marked with a band for the outside foil end. 

Contrary to what was said in the video, the scope test is an accurate measure of the sensitivity of the cap to stray signal pickup. When the outside foil end is connected to scope ground, there is less coupling to the inner foil from external fields, resulting in less noise indicated on the scope than when the leads are reversed. If the noise indicated is less with the proper orientation of the outside foil in the scope test, then it will also be less when properly connected in circuit. This is not magic or rocket science, just basic physics.

I typically use the scope test to mark the outside foil on all film caps I install. While it may not be critical in all circuits, RF and IF stages can be prone to self oscillation, and why take chances if you can replace a cap with the orientation that the design engineer originally specified.