If these captions are bing inserted via References|Insert Caption, with the same 'Figure' or 'Table', etc. reference, the numbering should update immediately a new one is inserted. Of course, if you have some named 'Figure' and others named 'Table', for example, the 'Figure' numbers don't update when you insert a 'Table' caption, and vice-versa.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]