As I understand it, in normal capacitor charging (in series with the voltage source) the voltage of the capacitor will approach your Vs. So if you have 2 AA batteries, the highest voltage you get will be 3 Volts. So what kind of charging circuit do I need to get higher higher voltages at the capacitor?

So, why can tazers go from 9V to kVs?

 

Look up boost converter.

Another method, once the signal is AC, is a capacitor and diode ladder.

May as well add, "charge pump" to the choices as well. It is a capacitor + switch method.

Boost converters use an inductor + switch and usually a capacitor.