Fish oils and all oily fish are extremely good for dogs. Omega 3 oils, all-round healthy for dogs and people.
Tuna, sardines, salmon, mackerel.....(mind the bones. They can be dangerous of course) The bones in canned fish are ok, they are softer and not only edible but an excellent source of calcium too.
Although it is true that dogs should not be given fatty food as that can cause pancreatitis, the same does not hold true for oily fish (as part of a balanced varied diet of course) The Omega 3 is a "good fat" not an artery-blocker fat.
Yes, you can give fish oil caps. Salmon oil caps at Costco. Omega 3 caps daily. Canned sardines packed in oil.
Actually, quite a few people are starting to add coconut oil with good results.
This is a good link to read up on
http://webcache.googleusercontent.com/search?q=cache:U4NQT9evYhEJ:www.natural-dog-health-remedies.com/coconut-oil-benefits.html+coconut+oil+for+dogs&cd=12&hl=en&ct=clnk&gl=us&client=firefox-a&source=www.google.com