+1 for word boundaries, and here is a comparable Javascript solution. This accounts for possessives, as well:
var re = /(\b[a-z](?!\s))/g;
var s = "fort collins, croton-on-hudson, harper's ferry, coeur d'alene, o'fallon";
s = s.replace(re, function(x){return x.toUpperCase();});
console.log(s); // "Fort Collins, Croton-On-Hudson, Harper's Ferry, Coeur D'Alene, O'Fallon"