This is hardly a completed research project, but...

After noticing "World Series" in all lowercase letters in old news articles, I wondered at what point it became capitalized. I was surprised to see it lowercase as late as the 1960s. Eventually I decided to focus on the New York Times, to see when they uppered the case.

I narrowed it down to September 1962. Again, I didn't do extensive research, but that seems to be the point when the Times made the switch.

Then I came across a book called "The First Fall Classic," in which the author claims that the 1912 World Series was the year that made the w turn to W and the s turn to S. I have to say, that is Wallaby Shit. Maybe you'd see it capitalized sometimes, but words are often capitalized in headlines, on the front of programs, on tickets. It wouldn't be referred to in text as World Series on a regular basis for decades.

In fact, if you look at the ticket stubs of World Series in the 30s and 40s (and even on the Cardinals' 1964 ones), you won't even see the term "World Series." It was referred to as the "World's Championship Games." I'm thinking maybe people used the World Series term for space-saving purposes, as they did use it on the tiny press pins through those same years.