Capitalizing an incident, even when it's not in a title or headline

I'm guessing what I'm about to ask is a stylistic matter rather than a grammatical one, but I thought I'd ask anyway. Does an event like, say, a crime, have to be capitalized? For example:

It was the killing of the innocent at Naples.

Would "killing" and "innocent" have to be capitalized? Or for example:

The two culprits of what would go down in history as the mysterious Empire Theater massacre had now vanished.

Does it matter whether "mysterious" and "massacre" are capitalized or lowercase?

Thanks.