Authors, let's sort out the specific treatment of titles so the biography paragraph of your query letter does not result in your getting the boot.
1. Referencing the Title of a Book
The information I am about to give you came from the Chicago Manual of Style.
RULE: When referencing complete works (books, periodicals, magazines, journals, newspapers, etc.) the title should be placed in italics. The article "the" does not need to be placed in italics or even capitalized when the title is incorporated into the running text.
2. Referencing Short Stories or Works that are Part of a Larger Work
The short story I am most proud of on my list of publications can be found in Underneath The Juniper Tree magazine, and is titled, "The Loom."
RULE: When referencing a work that is part of a larger work, while the title of the larger work is still placed in italics, the title of the shorter work is set in roman type and is surrounded by quotation marks. The words magazine or journal or any other descriptive words should only be italicized and capitalized if they are officially part of the publication's title (New York Times Magazine) but should be treated as regular text if they have just been supplied as added description.
3. Referencing Awards
My poem, "The Cuckoo Clock (with cuckoo missing)," won first place in The Grind's Poe-try Competition.
RULE: When referring to an award, no special treatment is needed beyond standard capitalization. Do be sure you treat the title of the story or poem (or whatever) properly, however, should you choose to mention it. In the example I provided, it was a short poem that won the prize, so I set its title in roman type and enclosed it in quotation marks. Note that if this poem was book length (The Odyssey by Homer) its title would be treated the same as that of a book.
4. Referencing Plays
In 2012, I wrote the screenplay for Fearless Fantasy, an online role-playing game.
If you are a playwright, your task is simple. You don't have to worry about the length of your work or where it is found. The rule for referencing a play is always the same.
RULE: The title of a play is always set in italics.
5. Referencing a Series or Edition
I enjoyed Martin's A Song of Ice and Fire series.
The title of a series or edition should be capitalized but not set in italics. The words series and edition should only be capitalized if they are an official part of the title, otherwise they are treated as regular text.
RULE: The title of a series is set in roman type and is capitalized headline style.
So keeping all of this in mind, here is what my own query letter biography paragraph looks like. Note the various title treatments.
Under my pen name, Kat Hawthorne, I am a published author with short fiction appearing in literary magazines such as Underneath The Juniper Tree, Infernal Ink, Dark Edifice, Fiction and Verse, Shadows Express, and Thrills Kills and Chaos. In 2012, I was commissioned to write the narrative portion of Fearless Fantasy, an online roleplaying game published by tinyBuild Games and hosted by Steam. My dark literary novelette, The Oddity, was acquired by MuseitUp Publishing, and released on July 11th, 2014.
Now, next time you submit your work, keep these rules in mind. There are fussy folks out there in the publishing world (ahem!) and being rejected due to excessive levels of nit-pickary is a thing easily avoided.