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The words capitalized in titles of works of art (books, paintings, etc.) are: proper nouns (names, cities) the initial word of the title and: if this initial word is a definite article (le, la, les, l'), both the article and its noun (and any modifier between the article and the noun) are capitalized (e.g. Le Grand Meaulnes; La Grande Illusion)
Nouns that end in -s, -x or -z in the singular are left unchanged in the plural in both pronunciation and spelling (cf. croix > croix 'crosses', both pronounced [kʁwa]). Liaison between a plural noun and a following adjective is one case where the plural ending -s or -x may be pronounced: des fenêtres ouvertes [dɛ fənɛtʁəz‿uvɛʁt ...
French proper adjectives, like many other French adjectives, can equally well function as nouns; however, proper adjectives are not capitalized. A word denoting a nationality will be capitalized if used as a noun to mean a person ( un Français "a Frenchman"), but not if used as an adjective ( un médecin français "a French doctor") or as a ...
anglophile, francophile, etc.: Words in this category are usually capitalized both as nouns and adjectives, except in Canada, where they sometimes are. anglophone, francophone, etc.: These words are often capitalized in the US as adjectives, and usually as nouns. They are usually not capitalized in other countries, whether as nouns or adjectives.
Also, many examples you cite have an adjective or qualifier placed before the main noun of the title, a rarer case in which they would be capitalized, unlike for instance the second substantive in La Peau de chagrin. This gives a slightly distorted view of the guideline.
The capitalization of geographic terms in English text generally depends on whether the author perceives the term as a proper noun, in which case it is capitalized, or as a combination of an established proper noun with a normal adjective or noun, in which case the latter are not capitalized. There are no universally agreed lists of English ...
The French indefinite article is analogous to the English indefinite article a/an. Like a/an, the French indefinite article is used with a noun referring to a non-specific item, or to a specific item when the speaker and audience do not both know what the item is; so, « J'ai cassé une chaise rouge » ("I broke a red chair").
Proper nouns are ordinarily capitalized, but if the owner of a name chooses not to capitalize it, then that's what goes. The complication is, sometimes the track list that comes with the CD uses lowercased names as a cool (*cough*) stylistic thing, but then press releases and so on do use titlecased names.