MLA style follows The Chicago Manual of Style (8.47) for geographic terms. For example, we capitalize north, south, east, and west when the terms refer to regions or cultures:

Customs in the East differ from those in the West.

She moved from the East Coast to the West Coast.

The South lost the war.

You should read both Western and Eastern philosophy.

We lowercase the terms when they refer to directions:

He headed east.

The United States is located north of Mexico.

They live in the western part of the country.

I live in southern Connecticut.

By convention, however, southern is capitalized when it refers to the region of California: 

I live in Southern California.

We also lowercase the terms when they refer to people:

My friend is a southerner.

But southerner and northerner are capitalized when they refer to people on either side of the civil war in the United States:

The civil war was fought between Southerners and Northerners.

Work Cited

The Chicago Manual of Style. 17th ed., U of Chicago P, 2017, www.chicagomanualofstyle.org/book/ed17/part2/ch08/psec047.html.