But that rule doesn't apply only to nouns: it applies to all words that aren't pronouns, conjunctions and articles. Hence, "To Kill a Mockingbird" ('kill' is a verb), "Malone Dies," etc.
That rule (the one I learned in primary school) does apply only to nouns. I'm not suggesting my primary school teacher's rule is the correct, most popular or best rule :)
Personally, though, I find many US newspapers' headlines jarring due to excessive capitalisation.
So, an essay title might be "The Man and his Dog" rather than "The man and his dog".