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