When a hyphenated word appears in a title (or a headline that usues a traditional title style (that is, all words are capitalized with few exceptions), capitalize both parts of the word: A Best-Case Scenario; not A Best-case Scenario; A Two-Day Program.
The only words that should not be capitalized in headlines and titles are:
- “To” in infinitives (the infinitive is the verb form that starts with “to,” e.g., to be, to run, to work)
- Articles: the, a, an
- Coordinating conjunctions: for, and, nor, but, or, yet
- Prepositions of four or fewer letters: with, by, for, of —but not against
Italics vs. quotation marks
Titles of major or freestanding works such as books, journals, movies, and paintings should be set in italics. Species names and names of legal cases should also be set in italics.
Quotation marks are usually used for the titles of subsections of larger works, including chapter and article titles and titles of poems that have been collected into a series.
Some titles (such as that of a book series or a website under which any number of works or documents may be collected) are neither set in italics nor enclosed in quotation marks. (Chicago 16, 8.2)
Words after colons
The word after a colon should always be capitalized, even if it is one of the words listed above. Always capitalize the first and last words in a title.