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Originally posted by David
Correct. It's a question of house style & publication type, not correct or incorrect grammar. For example, most newspapers follow Associated Press style, which is to set off titles of most types of books, movies, TV shows, songs, plays, operas & even works of art (the "Mona Lisa") with quotation marks.

Other style guides, including the Chicago Manual of Style & other university press books, reserve quote marks for magazine articles, book chapters, poems & songs, & prefer that you use either italic or underline, depending on the printing situation, for books, movies, TV shows, plays, etc.

Boards like this one provide bold, italic, underline & other attributes, but I still use quote marks for books & movie titles & the like because I think it's easier to read on a computer monitor than, say, italic.

One thing's for sure: Do NOT follow the style used in your typical Fleetwood Mac tourbook.

Thanks for that David.
The newspapers here in Britain (as in the broadsheets, I don't know about the tabloids!) don't tend to put quotation marks around any title whether it be a song, book, film or whatever. I'm kinda used to that. If you use capitals for all the words in a title (ie Tango In The Night rather than Tango in the Night) then you shouldn't need quotation marks, but as you said it's all down to house style!