Actuators that apply tension forces are widely applicable in robotics. In many applications of tensile actuators, a large stroke length, high force, and small, lightweight device are important. For these requirements, the best current solution is a winch, which uses a rotating shaft to pull lightweight string. However, most winches accumulate string in a spool on their shaft which limits maximum stroke length and force at a miniature scale. An alternative is a capstan winch, in which the string wraps around the shaft in a single-layered spiral before passing off the shaft. Although high-force and high-stroke versions exist, miniaturization has not been successfully demonstrated. We present the design, modeling, and characterization of a miniaturized capstan winch. The 16 g winch is capable of lifting 4.5 kg (280x body weight) a distance of 4.3 m (67x body length) or more. We also demonstrate it actuating a jumping robot and pulling a remote-controlled car out of a ditch. Through its miniature design and high-force, high-stroke performance, our winch expands the potential capabilities of small-scale robots.