When writing titles, the whole title should be in italics and the parts in quotation marks. For example, a book of poems would be in italics, but a poem from the book would be in quotation marks; a television show would be in italics, but the episode would use quotation marks, etc. Titles of plays are italicized. Titles of paintings, drawings, statues, etc. are italicized, and so are titles of exhibitions. Titles of collections are neither italicized nor put in quotes.
Works online are analogous to print publications, even if they don’t appear in print. That is, periodicals or complete works are italicized; articles or sections of works are roman and, where appropriate, enclosed in quotation marks. (See Chicago Manual, “Names and Terms” chapter, for details.)
In running text, a “the” preceding a name, even when part of the official title of an institution, company, periodical, group, etc., is lowercased.
“The Raven” from the Poe Collection
Rosanne episode “Back Off Buddy, That’s My Husband”
A story in the New York Times (“the” is lowercase and roman)
“Babylon Revisited” is the first work in Babylon Revisited and Other Stories
Richard Serra’s print Brownie McGhee is part of Richard Serra at Colby College, the Paul J. Schupf Collection.
The exhibition Rediscoveries 2: New Perspectives included works from the Lunder Collection.