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Pyramid, Pyramids

Capitalize in the Pyramids at Giza, or Giza Pyramids:
            The Pyramids at Giza are the tombs of Khufu, or Cheops; Khafre, or Chephren; Menkaure, or Mycerinus.

Capitalize also as part of a proper name:
            the Great Pyramid of Khufu

Lowercase in all other uses:
            the Egyptian pyramids
            the pyramids