Our style is All Caps City and State and if there was a way to have them populate in All Caps that would be great.
There is no way to do this in a single step. However, reverse geocoding can populate two sets of fields: The ones that are, by default in the "Event and location" section, and the ones that are in the "Locations taken and shown" section. If you're not using both, you could have Reverse Geocode populate one set, and then use the appropriate variables to fill in the other set with the uppercase modifier.
So, for example, you would like the capitalized city information to be in the City field under "Event and Location". You would use Reverse Geocode to populate the City field in Locations Taken. Then, on the Metadata Template in the City field in the Event and Location section, you would put {citytaken:0:UC} and apply that template to all of the relevant images. It will take the information from the City Taken field of each image, and then convert it to uppercase.
Hope that helps