Namely, “of” is an example of a preposition and it's a general rule that prepositions are never capitalized when they are used in a title. “Maid” and “Honor” on the other hand are both nouns in the title and thus they do need to be capitalized.

How do you write honor?

In person: In an interview, social event, or in court, address a judge as “Your Honor” or “Judge [last name].” If you are more familiar with the judge, you may call her just “Judge.” In any context, avoid “Sir” or “Ma'am.”

What words should you capitalize?

In general, you should capitalize the first word, all nouns, all verbs (even short ones, like is), all adjectives, and all proper nouns. That means you should lowercase articles, conjunctions, and prepositions—however, some style guides say to capitalize conjunctions and prepositions that are longer than five letters.