The Sun, The Moon, Earth, Solar System, Universe.

Do these have to be capitalized?

No.

YES! It is simple primary school English. All the planets and other heavenly bodies that we know about are capitalised e.g Mars, Earth, Venus, Neptune, the Sun, the Moon.

But if you are talking about another moon, like Phobos or Deimos that orbit Mars, you just say "Look, I can see one of Mars' moons!" It isn't capitalised. If you are talking about another sun in another solar system, you say "There is another sun millions of light years away." If you are talking about another solar system, you say "There are other solar systems in the Universe apart from our own." If you are talking about other universes, you don't capitalise it. "I think there must be a parallel universe."

But if you are talking about OUR moon, you say "The Moon." If you are talking about OUR sun, you say "The Sun." If you are talking about OUR solar system, you say "The Solar System." If you are talking about OUR universe, you say "The Universe."

"Look at the Moon. It is beautiful."

"Mars has two moons, Phobos and Deimos."

Yeah, the Sun, the Earth, the Moon, the Solar System and the Universe because they are the names of our star, our planet, our moon, our solar system and our universe. ''sun'' and ''earth'' are sometimes used to refer to a ''star'' and a ''planet like earth'' but they're not as common as ''moon'' ''solar system'' and ''universe''.

Please note the last paragraph:

"The IAU Style Manual recommends that astronomical objects be treated linguistically as proper nouns. This means we capitalize Sun (our local star), Earth (our planet), Moon (Earth's natural satellite), and Solar System (ours). Further, these words are not proceeded by "the" any more than we would say "the Jupiter". This use is consistent with Betelgeuse (a star), Neptune (a planet), Titan (a moon of Saturn), P/Halley (a periodic comet), and 1 Ceres (an asteroid), Milky Way (our galaxy), and Universe (the only one we know for sure). I know saying "Sun" instead of "the sun" can be awkward, but there are ways of working it, such as saying "our Sun".

The use of "moon" to refer to natural satellites other than Earth's satellite is a general term and not capitalized. The same is true of other suns (although "other stars" is more accurate) and other solar systems (or "stellar systems" -- especially since many have two stars in the system). When not referring to Sun, Earth, and Moon as astronomical objects, the above guidelines don't necessarily apply. For example, if I'm talking about lights in the sky, I may say "the sun rose" or "the moon was full". Perhaps the whole earth would be grateful for an end to famine; I also dig in the earth (dirt or soil) when I'm gardening.

Most American style manuals, particularly those of newspapers and non-scientific journals, still specify use of "the sun", "the moon", "the solar system" and such, even when referring to astronomical objects. For this course, the IAU style is preferred, but both styles are acceptable. In formal writing (study guides and lesson plans), please use one style consistently."

(Source: NASA/MSU-Bozeman CERES Project Course Manual)

In science fiction when talking about other universes, you would capitalize ''Universe'' in ''the Universe''. Also, ''the Multiverse'' would also be capitalized.

Kenny, Astronomers call them ''The Sun'', ''The Moon'', and ''The Solar System''.

Yes, I know that Scott. I merely posted the above excerpt so that you would know that not EVERYBODY (particularly Americans) follows those guidelines.

Normally in English we'd include the "the" in those names. Also if they are proper nouns* they are to be capitalised. Thus we have "the Earth", "the Moon", "the Sun", "the Solar System", "the Milky Way", "the Galaxy", "the Universe", etc. You don't need to capitalise the "the". This is the normal practice in English irrespective of the recommendations of the IAU Style Manual. Keep in mind that Kenny's quote was an instruction to students studying a particular course.

Adam is therefore correct. Except, as has been pointed out, other stars are not called "suns", though other moons are called "moons". I believe that "stellar system" is better of ones other to ours too.


* Definition
proper noun noun [C] SPECIALIZED
the name of a particular person, place or object that is spelt with a capital letter:
Examples of proper nouns in English are Joseph, Vienna and the White House.
Compare common noun.

http://www.dictionary.cambridge.org/define.asp?key=63457&dict=CALD

There are other suns called "Arcturus" and "Betelgeuse."

Obviously they are given capital letters. Our sun is also given a capital letter. The only reason that it is called the Sun is because it was the first sun known to exist.

"Stars", Adam, "stars" not "suns". There is but one sun the other stars are not suns.

Definition
sun (STAR) [Show phonetics]
noun [S or U]
the star that the Earth spins around, which provides light and heat for the Earth, or the light or heat that the Earth receives from this star:
The sun rises in the east and sets in the west.
The sun's rays are at their most powerful at midday.
I think I've had a bit too much sun today - I've got a headache.
Shall we go and sit out in the sun?
We thought we'd go out for a walk while the sun was shining.

sun yourself verb [R]
to lie or sit somewhere where there is a lot of sun, especially in order to make your skin darker:
I sat on the balcony sunning myself.

http://dictionary.cambridge.org/define.asp?key=79797&dict=CALD

It seems that this dictionary doesn't capitalise the name.