Titles and Captions

Titles and captions are usually capitalized. Here is what the Chicago Style Manual [1] has to say on the subject:

Capitalize the first and last words and all nouns, pronouns, adjectives, verbs, adverbs, and subordinate conjunctions. Lowercase articles, coordinate conjunctions, and prepositions, regardless of length, unless they are the first or last words of the title or subtitle. Lowercase the to in infinitives.

This is English practice. In French titles, only the first word is capitalized.