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First of all, there is no single set of capitalisation rules in modern English for titles of books, films, songs and so on. Various editing styles have been developed over centuries, so this reference tries to explain the most established one with additional notes if necessary.
1. The first and the last word must be always capitalised. No matter whether they fall or not under the following rules except of 2.5.
2. Must not be capitalised:
2.1. articles: a, an, the;
2.2. coordinating conjunctions: and, but, for, nor, or, so, yet;
Often remembered as FANBOYS: for, and, nor, but, or, yet, so.
2.3. short adpositions (3 and less letters long): at, by, for, in, of, off, on, out, to, up;
2.4. infinitive particle: to;
2.5. some Latin abbreviations (most common only): c./ca./cca. (circa), et al. (et alii), etc. (et cetera), e.g. (exempli gratia), i.e. (id est), lb. (libra), vs. (versus).
If such an abbreviation happens to be the last word, then the preceding one should be capitalised instead.
3. Preferred not to be capitalised:
3.1. medium adpositions (4 letters long): down, from, into, like, near, onto, over, than, with, upon.
4. May or may not be capitalised:
4.1. subordinating conjunctions (most common only): after, although, as, as if, as long as, as though, because, before, even if, even though, if, in case that, in order that, now that, once, only if, rather than, since, so that, than, that, though, till, unless, until, when, whenever, where, whereas, wherever, while;
4.2. correlative conjunctions: as ... as, both ... and, not only ... but also, either ... or, neither ... nor, not ... but, whether ... or;
4.3. long adpositions (5 and more letters long; most common only): about, above, across, after, against, along, among, around, before, behind, below, beneath, beside, between, beyond, despite, downstairs, during, except, in front of, inside, next to, outside, since, through, throughout, toward, under, underneath, upstairs, within, without.
5. Preferred to be capitalised:
5.1. adpositions if they take part in so called "phrasal verbs" such as Go On, Piss Off, Chill Out, Get Over, etc.
6. Must be capitalised:
6.1. nouns, verbs, adverbs, pronouns, adjectives and interjections;
6.2. an article, conjunction or adposition which follows colon (:), semicolon (;) or dash (—).
6.3. English and non-English abbreviations which are upper case normally (a few common only): B.C. (Before Christ), A.D. (Anno Domini), Ph.D. (Philosophiae Doctor), R.I.P. (requiescat in pace).
7. Common non-capitalisation mistakes:
7.1. some short words:
7.1.1. be (was, were, been, will, shall), do (did, done), have (has, had), can, may, must;
7.1.2. yes, no, not;
7.1.3. then, there, thus;
7.2. if not a conjunction: when, where.
Note that the old publishing style dominant up to about 1980's required all articles, conjunctions and adpositions regardless of their length never to be capitalised. This style is still of some use due to obvious simplicity.
The U.S. Government Printing Office Style Manual only insits on non-capitalisation of the following articles, conjunctions and adpositions: a, an, the; and, but, for, nor, or; as, at, by, in, of, on, to, up.
The final suggestion: whatever style you follow, be consistent.
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