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In the English language Wikipedia article on noh theatre, "Noh" is frequently capitalized even when it's in the middle of a sentence. The only reason I could see someone doing that deliberately is because it's a loanword from Japanese. (The other possibility is that some of the authors are writing in English as a second language, but I doubt that's the explanation)

Assuming that italics are available, should words be capitalized because they're loanwords?

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No, loanwords as a rule aren't capitalized, and they shouldn't be capitalized just because they're loanwords.

Noh, however, is sometimes viewed as a proper name for a type of Japanese drama. Proper names are capitalized in English. That's the only explanation. Italics aren't always available, especially in databases.

There's another Japanese word, Go, for 囲碁 (igo) (圍棋 wéiqí in Chinese), the board game with black and white stones. The name of this game is also capitalized because it's the same as a very common English verb. This distinguishes Go the Chinese/Japanese board game from go the English verb, which is never capitalized unless it comes at the beginning of a sentence. Sometimes this word is spelled Goe and Igo.

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    Great reference to Go. I came across a difficult analogy that only worked if the name of the game were capitalized. – livresque May 8 '13 at 15:24
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    @livresque: I lived in Tokyo for 10 years, played Go for 8, was married to a PRC Chinese Go player for 4 years, & used to edit & sell Go books & equipment about 20 years ago. – user21497 May 8 '13 at 15:49

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