Always capitalize the name of a city, a state, a country, and a continent.
Chicago, Illinois
United States of America
Bonn, Germany
Paris, France
Antarctica
Europe
Capitalize names of rivers, lakes, seas, and oceans.
Nile River
Lake Michigan
Mediterranean Sea
Pacific Ocean
Capitalize geographic landforms.
Rocky Mountains
Alps
Pike’s Peak
Grand Canyon
Badlands
All geographic waters and landforms should be capitalized. Also capitalize the names of cities, states, countries, and continents.