We introduce a simple thermodynamic argument for capillary adhesion forces, for various geometries, in the limit of saturation of the bulk phase. For one specific geometry (i.e., the sphere-plate geometry such as that found in the colloidal probe AFM technique), we provide evidence of the validity of our model by comparison with experiment and self-consistent field calculations. With this latter numerical technique, we also discuss deviations from the macroscopic argument both when the system is moved away from saturation and when the capillary bridge becomes so small that macroscopic thermodynamics is no longer accurate.