Footnotes in tables?

You could use the tablefootnote package and \tablefootnote{...} inside the table:

\documentclass{article}
\usepackage{hyperref}
\usepackage{tablefootnote}
\begin{document}
\begin{table}
\centering
\begin{tabular}{ c  c }
Test1\tablefootnote{Footnote 1} & Test2\tablefootnote{Footnote 2} \\ 
\end{tabular}
\caption{This is a table.\label{FirstTable}}
\end{table}

A newpage:

\newpage

and a second page, so that you can see that the hyperlinks really work.

\end{document}

I had this kind of problem about 10 years ago, and no package provided any trick at this time. My solution was the following. I managed \footnotemarks and \footnotetexts separately. Semantically it is not really satisfactory, but it works quite well. The only problem may be that the table could be placed in another page than the \footnotetext :-(

\section{Footnotes in hostile environments}



\begin{table}[h] 
\begin{center}
\begin{tabular}{c|c|c}
O & X\protect\footnotemark & O \\
\hline
X & O\protect\footnotemark & X \\
\hline
X & O & O
\end{tabular}
\end{center}
\caption{Victory for Gilles\protect\footnotemark}
\end{table}
\addtocounter{footnote}{-2}
\footnotetext{X}
\addtocounter{footnote}{1}
\footnotetext{O}
\addtocounter{footnote}{1}
\footnotetext{happy birthday Gilles ;-)}

bla\raisebox{0.8ex}{\addtocounter{footnote}{1}\scriptsize\thefootnote}\footnotetext{forced test}blabla\footnote{footnote test}

and now, more difficult: two footnotes in a \fbox{hostile\footnotemark environment\footnotemark}~... 
\addtocounter{footnote}{-1}
\footnotetext{or very hostile}
\addtocounter{footnote}{1}
\footnotetext{area}

With the threeparttables you can add table notes.

MWE

\documentclass{article}
\usepackage{booktabs,caption,fixltx2e}
\usepackage[flushleft]{threeparttable}
\begin{document}

\begin{table}
  \begin{threeparttable}
    \caption{Sample ANOVA table}
     \begin{tabular}{lllll}
        \toprule
        Stubhead & \( df \) & \( f \) & \( \eta \) & \( p \) \\
        \midrule
                 &     \multicolumn{4}{c}{Spanning text}     \\
        Row 1    & 1        & 0.67    & 0.55       & 0.41    \\
        Row 2    & 2        & 0.02    & 0.01       & 0.39    \\
        Row 3    & 3        & 0.15    & 0.33       & 0.34    \\
        Row 4    & 4        & 1.00    & 0.76       & 0.54    \\
        \bottomrule
     \end{tabular}
    \begin{tablenotes}
      \small
      \item This is where authors provide additional information about
      the data, including whatever notes are needed.
    \end{tablenotes}
  \end{threeparttable}
\end{table}

\end{document}

(Stolen from this answer)