Killing captains and warchiefs in Middle-earth: Shadow of Mordor earns you runes which you can put on your weapons to make them better.

Killing captains and warchiefs invulnerable to everything: http://wp.me/p1SfP0-1OD
Reward for finishing weapon legends: http://wp.me/p1SfP0-1Ow
All Shadow of Mordor Guides: http://wp.me/P1SfP0-1OQ

Get Better and Epic Runes

The level of the rune depends on the power level of the caption or warchief you kill. The higher level the rune the better the rune is. So to get better runes you need to increase the power level of captains and warchiefs. You can do that by deliberately dying to them or helping them succeed at hunting challenges or riots. You can also put a death threat on them to increase their power level and increase your chance of getting an epic rune from them.