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The proper names of astronomical bodies are capitalized; generic terms are usually lowercased:
the Virgo cluster; Local Group; our local supercluster
the Milky Way, the Milky Way galaxy; galaxy NGC 7252; Andromeda galaxy, or M31
supernova 1981b, or SN 1981b; supernovae, quasar 3C 273
constellation Orion; Cassiopeia (Lady in the Chair); the Southern Cross; Ursa Major (Great Bear)
the Horsehead Nebula; the Great Spiral Nebula of Andromeda, the nebula
Van Allen belt, Kuiper belt
Large and Small Magellanic Clouds, but Oort cloud
Polaris, the North Star; Barnard's star; Eta Carinae; Mu Arae; Gliese 236; 55 Cancri
Halley's comet or comet Halley
the asteroid Geographos, Allende meteorite
Great Red Spot, Planet X
aurora borealis, aurora australis
big bang, black hole, the solar system

Objects are sometimes designated by a catalog number or abbreviation and a number:
            Abell 2218, or A 2218            New General Catalogue 6165, or NGC 6165
            Messier 31, or M31                  Lings 1251 or L1251.

The names sun and moon are lowercase. Earth is capitalized as the name of our planet whether used in context with other planet names or not. Do not capitalize when meaning dirt or the terrestrial part of our planet compared with sea and sky and in compounds such as earthquake, earth-shattering, earthbound.