Capitalization, Italics, etc. in Titles of Works

Q. I am unable to find a ruling on state nicknames in my Chicago manual. Am I overlooking it? Is it “aloha state,” “Aloha state,” or “Aloha State”?

A. Write “Aloha State.” It’s essentially a proper name because it is a nickname for the proper entity Hawaii (nicknames for people are capitalized). And according to paragraph 8.47, popular names for places and epithets are usually capitalized. See that paragraph for examples.