There are times when the capitalization of generic words used in conjunction with proper nouns can raise questions.
All states and cities begin with capital letters, but what of the word “state” where a state and city bear the same name, such as Washington State or New York State? Actually, it is optional in these instances, but in New York City, city is always capitalized. If the word state or city precedes the name of the state, it is not capitalized: the state of Maine, the city of New Orleans, the state of New York. Note though as you move into Canada, the rule changes as in the Province of Quebec or Province of Ontario; in speaking of the Canadian subdivisions, province is always capitalized.
Although as a general rule adjectives derived from the names of countries or states are capitalized (Roman history, Brussels lace, Murano glass), often the adjective’s use becomes so common that it will lose its capitalization (french fries or toast, brussels sprouts, roman typeface, plaster of paris, moroccan leather, china, venetian blinds). It will be for you to determine whether the phrase is so common that it causes the capitals to disappear.
It may be inconsistent, but certain designations following proper nouns are capitalized in the singular: Montgomery County, Catskill Mountains, Delaware River; but they go to lower case when the proper names are plural and follow the name: Montgomery and Bucks counties, Catskill and Rocky mountains, Delaware and Hudson rivers. On the other hand when the plural generic term precedes the proper noun, capitalization is optional, and it is up to you: Counties Montgomery and Bucks or counties Montgomery and Bucks, etc.
All that subjectivity is a nice gift for the holidays, yes?
– Ken Butera