Capital letters with north, east, south and west.
 
Do not use a capital letter for points of the compass unless they form part of a name.
 

North, East, South and West in Proper Nouns

The directions north, east, south and west should not be given capital letters unless they form part of a name like West Ham, West Sussex and South Africa. (Names of places are classified as proper nouns.) The geographical areas The North, The East, The South and The West should also have capital letters.  

Examples:

I live in The North.

I travel north at weekends.

There are no penguins at the North Pole.

Take ten paces East and then dig. 

Keep driving north on the M1 until you reach the M62 and then head west 
towards West Yorkshire.    

See also:

Capital letters in advertisements
Using capital letters with proper and common nouns
Capital letters with the four seasons
Capital letters with moons, stars and planets
Capital letters start sentences
What is title case?
Test on using capital letters


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