Looks like I was able to get it to work. I wasn't having any luck with the Macro changing SmallCaps that are in the footnotes, but using the following code, it seems to work so far:

Sub Macro2()
Dim rngStory As Range
For Each rngStory In ActiveDocument.StoryRanges
With rngStory.Find
.Font.SmallCaps = True
.Replacement.Font.SmallCaps = False
.Wrap = wdFindContinue
.Execute Replace:=wdReplaceAll
End With
Next rngStory
End Sub