We study the capillary forces acting on sub-millimeter particles (0.02-0.6 mm) trapped at a liquid-liquid interface due to gravity-induced interface deformations. An analytical procedure is developed to solve the linearized capillary (Young-Laplace) equation and calculate the forces for an arbitrary number of particles, allowing also for a background curvature of the interface. The full solution is expressed in a series of Bessel functions with coefficients determined by the contact angle at the particle surface. For sub-millimeter spherical particles, it is shown that the forces calculated using the lowest order term of the full solution (linear superposition approximation; LSA) are accurate to within a few percents. Consequently the many particle capillary force is simply the sum of the isolated pair interactions. To test these theoretical results, we use video microscopy to follow the motion of individual particles and pairs of interacting particles at a liquid-liquid interface with a slight macroscopic background curvature. Particle velocities are determined by the balance of capillary forces and viscous drag. The measured velocities (and thus the capillary forces) are well described by the LSA solution with a single fitting parameter.