Determine the style required by your teacher, administrator or boss. As the Guide to Grammer and Writing suggests, "italics are accepted by more and more instructors. Still, some instructors insist on underlines." Simply put, know which style the person assigning the paper or document expects of you.
Underline, or alternately, place in italics, the name of the album, starting with the first letter of the first word and ending with the last letter of the last word. If the album title ends the sentence, do not underline the punctuation mark that follows. This is the recommended procedure from the Chicago Manual of Style.
Follow the same style as listed in Step 2 for papers written in Modern Language Association (MLA) format. Italics or underlines are acceptable. Please note that individual song titles from the album should be placed in double quotation marks, rather than underlined, in MLA style.
Place quotation marks around the title of the album if using Associated Press guidelines. If the album title is the final word in a sentence, or falls directly in front of another punctuation mark such as a comma, include the punctuation mark inside the quotations.