Yes in Chicago Style and MLA Style. No in AP Style — which lowercases all prepositions.
"Through" is seven letters long, well above Chicago Style's four-letter lowercase threshold, so it is capitalized in Chicago Style and MLA Style. AP Style and AMA Style lowercase it along with all other prepositions.
AP Style has no length threshold for prepositions — all prepositions are lowercase. This produces a different result from Chicago Style for longer prepositions like "through," "between," "about," and "without."
"Through" can also function as an adverb — as in "seeing it through" or "working through the night." When it carries adverbial meaning rather than prepositional meaning, it is typically capitalized in all title case styles.
In Chicago Style and MLA Style, "through" in the middle of a title is capitalized. A title like "Walking Through the Storm" would capitalize "Through" under Chicago rules but lowercase it under AP rules.
"Through" illustrates the practical effect of Chicago Style's length-based preposition rule. At seven letters, it is clearly above the four-letter threshold and is capitalized in Chicago Style, MLA Style, and NYT Style.