Castling Notation

It is capital O's:

O-O 

OR

O-O-O

Kingside, Queenside.

The notation of castling is 0-0 ( or 0-0-0) so they are zeroes, but, the PGN file requires the letter O. (O-O or O-O-O)

It has already been written long ago, why is this thread active again?

I think that's ridiculous.  I always write 00, OO, 000, or OOO.  Why all the hyphens, shouldn't they have gotten rid of them when they changed from e2-e4, etc?

Interesting question.

That I don't know....

I was taught and had always seen in magazines O-O, O-O-O.  The chess books that I had while learning the game, IIRC, simply wrote out "Castles", "Castles Q".  In high school our board 1 my sophomore year, who was an FM from Romania, wrote OO or OOO.  I thought that was a lot more elegant, so I started doing that myself!  (He also used European abbreviations for the pieces, too, but I do not do that.)

I've always used O-O and O-O-O

The inventor of the 0-0 notation was Johann Allgaier in 1811. He used zeros, and AFAICT all languages which used algebraic notation followed his example.

When English authors implemented this notation in their descriptive notation, they usually used letter-O (don't ask me why) but there are also examples of digit-0.

This explains why FIDE and most of the world use digit-0, while PGN (codified by a native English speaker) uses letter-O.

Oh

Would the now-deprecated "vertical castling" (Pam-Krabbé castling) be notated 0-0-0-0 or O-O-O-O? 

You can use zeroes, most of engines will convert them.