@Gladys: I don't defer to style guides on whether or not to capitalize "the" in titles; I go with clarity. Capitalizing the "the" makes it absolutely clear that the "the" is part of the title of the band/newspaper/book. Otherwise, I stop reading and say to myself, "Is that supposed to be capped? Is that a different band than the one I thought it was?" When you use a capital for "The Postal Service," it's clearly the band that recorded "Such Great Heights." When you use a lowercase for the Postal Service, it's not clear if it's a country's formal postal service. (By the way, The Postal Service chose their name because the members were all over the country, and used the Postal Service to send recordings of their songs to each other.)

So glad to read this since capitalization, or lack thereof, is a major issue that I'm constantly defending here at my office. But, I have to ask: why does "the" get capitalized in front of the Coen Brothers (if it were the band name)? I've always deferred to Chicago on this one: that "the" is lowercased in running text, even if part of a legal name. If it's part of the name of a movie, book, opera, newspaper, etc., "the" would be capped, but then the entire name would be italicized. (My other style guides support this as well.)