When multivolume works label individual volumes with letters instead of numerals, should the letters be capitalized or lowercased?

Note: This post relates to content in the eighth edition of the MLA Handbook. For up-to-date guidance, see the ninth edition of the MLA Handbook.

In our house style, we capitalize the letter in lettered volumes:

The Longman Anthology of World Literature. Edited by Jane Tylus and David Damrosch, vol. C, Longman, 2004.

A poem by Louise Labé appears in volume C of The Longman Anthology of World Literature.