We investigate the effects of interfacial oxidation on the perpendicular magnetic anisotropy, magnetic damping, and spin-orbit torques in heavy-metal (Pt)/ferromagnet (Co or NiFe)/capping (MgO/Ta, HfOx, or TaN) structures. At room temperature, the capping materials influence the effective surface magnetic anisotropy energy density, which is associated with the formation of interfacial magnetic oxides. The magnetic damping parameter of Co is considerably influenced by the capping material (especially MgO) while that of NiFe is not. This is possibly due to extra magnetic damping via spin-pumping process across the Co/CoO interface and incoherent magnon generation (spin fluctuation) developed in the antiferromagnetic CoO. It is also observed that both antidamping and field-like spin-orbit torque efficiencies vary with the capping material in the thickness ranges we examined. Our results reveal the crucial role of interfacial oxides on the perpendicular magnetic anisotropy, magnetic damping, and spin-orbit torques.