Wikipedia suggests no.
Ditto Yahoo Answers.
Annnnd that's about it, as far as an admittedly shallow Google search went. But I've seen posts and articles italicizing ride names, so I know there are dissenters.
I thought if anything, an official Disney publication would be able to clear things up, but noooo. WDW sent me one of those "your vacation is coming up" booklets, and the style guide vacillates wildly. The theme parks are italicized. Everest and Kilimanjaro Safaris are italicized but Festival of the Lion King is not. Okay, so yes to rides, no to shows, you'd think. But then later on Tower of Terror ISN'T italicized, but Fantasmic is. So... what???
As of right now I don't italicize rides, on the principle that a ride is not a movie or a book title; but then again the rules are arbitrary to begin with, and if someone came along with an official style guide answer I'd be in no position to refute it.
Anyone who capitalizes it's a small world, however, is DEAD TO ME.
Well? What do you think?
Don't forget, you can follow us on Twitter @fairestrunofall. To see how our training is going, check out Jenn's dailymile here and Moon's dailymile here. If you have any questions for us, leave a comment or email us at firstname.lastname@example.org. See ya real soon!