Essays require quotation marks.
Movie titles require either italics or underlining.
No. TV shows require either underlining or italics.
Titles of movies (or video tapes) require underlining or italics according to MLA format.
According to MLA formating, titles of radio programs require either underlining or italics. Specific episodes of that radio program require quotations.
Titles are almost always capitalized, and depending on what type of work it is, you may more may not need italics, underlining, or quotation marks.
Typically, it is only titles of works that need either underlining italics, or quotation marks. Titles of groups are just proper nouns, so they'll just need capital letters.
Modern style guides (APA, MLA, Chicago, etc.) don't underline anything--instead they use italics. If, however, you teacher requires you to use underlining, or if you're writing an essay by hand (like on a test), then yes, titles of plays are underlined, just like books and movies.
In informal emails, it's acceptable to use italics or quotation marks for book titles instead of underlining. This helps differentiate the book title from the rest of the text.
Do not underline (unless written by hand or you have a typewriter instead of a word processor). Use italics for the name of the book, journal, magazine, encyclopedia, etc. The related link has good examples.
Video titles are typically put into quotation marks. However, this only applies to episode titles. Usually with movie titles they are italicized with specific clips put into quotations.
Quotations for article titles. Italics and underlining are for full books - and the titles of journals.
Yes, generally speaking, quotation marks are used for titles of shorter works (e.g., articles, chapters, poems) in the sources listed on a reference page. For longer works (e.g., books, journals, websites), italics are typically used for the title. The specific formatting rules may vary depending on the citation style (e.g., APA, MLA, Chicago).