Not every word in a title is necessarily capitalized. Initial articles (A, An, The) are, but internal articles (a, an, the) are not. Conjunctions (and, but, or) are not capitalized. Prepositions (to, in, on) usually are not, but some publications will capitalize prepositions of five or more letters (Above, Through, Under); this is a matter of preference. The to of infinitives are not capitalized. Titles are italicized. Authors and/or publishers are not. (Adapted from Webster's Standard American Style Manual, 1985. Wow. I need a new style manual.)
Shakespeare's The Taming of the Shrew
Under the Volcano
A River Runs Through It (or, A River Runs through It, which I think looks a little odd, but is acceptable)
The Fellowship of the Ring
Rosencrantz and Guildenstern Are Dead
Charles Darwin's On the Origin of Species by Means of Natural Selection, or the Preservation of Favoured Races in the Struggle for Life
(I suppose I should mention that in On the Origin of Species, Darwin does not discuss the evolution of humans, that the definition of "race" in his times has fallen out of favor, and that some of the wording and editing of the content of the book were the direct result of consideration of potentially severe consequences had it not gained sufficient acceptance among Darwin's contemporaries. I suppose I should also write a separate post about that, but not tonight.)
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