In print, two primary formats exist for identifying a creative work. Titles of entire bodies of work such as a book, a TV series, or an album are often italicized, while titles for components of each — book chapters, TV episodes, or songs — are usually enclosed in quotation marks.
Easy enough, but what about creations such as paintings and poems? A painting is a discrete work, but it is also often displayed as part of an exhibition. What do you do? In this case, italicize the painting’s title but style the title of the exhibition in roman, or ordinary, type. (However, single ancient works of art, such as the Venus de Milo, are simply styled in roman.) As for short poems collected in an anthology, style their titles like those of book chapters, but italicize the titles of book-length poems.
Photographs are considered elements of a larger work, such as a book or an exhibition, and their titles are simply enclosed in quotation marks.
And what about capitalization? Generally, in a title, always capitalize the first and last words regardless of part of speech, plus nouns, pronouns, verbs, adjectives, adverbs, and long conjunctions (those other than and, but, for, nor, and or.) Lowercase prepositions (over, under, through, etc.) unless they are key to the title (A Walk Through Time) or as part of an adverbial or adjectival phrase (Turn Up the Volume).
The initial definite or indefinite article in a title can be preempted by a nonitalicized article if it conflicts with the sentence structure. For example, write “The Wizard of Oz audio book is a best-seller.” But if this style looks awkward, just relax the sentence: “The audio-book version of The Wizard of Oz is a best-seller.”