We recently proved threshold saturation for spatially coupled sparse superposition codes on the additive white Gaussian noise channel. Here we generalize our analysis to a much broader setting. We show for any memoryless channel that spatial coupling allows generalized approximate message-passing (GAMP) decoding to reach the potential (or Bayes optimal) threshold of the code ensemble. Moreover in the large input alphabet size limit: i) the GAMP algorithmic threshold of the underlying (or uncoupled) code ensemble is simply expressed as a Fisher information; ii) the potential threshold tends to Shannon's capacity. Although we focus on coding for sake of coherence with our previous results, the framework and methods are very general and hold for a wide class of generalized estimation problems with random linear mixing.