As so often the law delights in being vague, impossible to say yes or no. The principle is easy enough: According to the UK Copyright service:
“Copyright is an automatic right and arises whenever an individual or company creates a work. To qualify, a work should be regarded as original, and exhibit a degree of labour, skill or judgement. …
Names, titles, short phrases and colours are not generally considered unique or substantial enough to be covered, but a creation, such as a logo, that combines these elements may be.” [bold not in original text] 
On another page the UK Copyright service explains with an example the thinking behind it, and gives five reasons why titles should not fall under copyright.
Lets take an example: In March 1981, popular author Dick Francis published a book called ‘Reflex’. The book itself is most certainly a copyright work, but lets imagine the situation if copyright applied to the title in its own right.
• Copyright law prevents a work from being copied or adapted without the owner’s permission, so if someone else uses your work without permission, you can take action against them. In our example, this would mean that anyone using the word ‘Reflex’ would now be in breach of copyright. Also as copyright prohibits unauthorised adaptation, use of derived words like, reflexes, reflexing, reflexed may also be prohibited. In effect no-one could ever use these words in a document.
• Copyright exists regardless of format. For example, a sound recording of a written work would retain the original copyright. This would mean that the word could also no longer be used in songs, or in any public performances.
• Typically copyright will continue to apply for 70 years from the death of the author, so we may never be able to use the word in our lifetimes.
• As copyright is an automatic international right, this restriction would apply across the globe.
Clearly this would be a ridiculous situation, but it illustrates why copyright law as it stands is not suitable for such items. 
However there is a big gray area contained in the words: “not generally considered unique or substantial enough to be covered”. I thought I’ll ask advise from another service. The Own-it organisation replied to my question about copyrights of artwork titles:
Copyright protects works such as artwork and literary works that are original. For a work to be original the creator must exert a sufficient level of ‘skill, judgement and labour’. In other words, the work must be identifiable as the author’s own intellectual creation.
The Court of Appeal, in the case of Newspaper Licensing Agency v Meltwater, held that copyright can exist in newspaper headlines alone, separate from the copyright that exists in the article to which they relate. Therefore copying a headline alone can amount to infringement of copyright in that headline.
The existence of copyright in the headline reflects the skill and labour exerted in their creation. A news headline is often “striking and substantial” and may contain “some emotional sentimental hook. It may contain a pun” and therefore it may be worthy of being an original literary work.
Similarly, titles of artwork (or song/film titles etc) can qualify for copyright protection (separate from the copyright that exists in the artwork) so long as the title is striking or substantial.
Derivative works i.e. a work that is based on (derived from) pre-existing work or works will only be protected by copyright in its own right if it is significantly different to the original work. It must itself be an original work of skill, labour and judgement; minor alterations that do not substantially alter the original would not qualify. Therefore a list of existing titles is unlikely to be considered original for the purposes of copyright. Legally only the copyright owner has the right to authorise adaptations and reproductions of their work – this includes the making of a derivative work. Therefore you should ensure that you have the express permission from each copyright holder before reproducing their work.
The Own-it Team 
Bear in mind that there are also differences between the UK and US.
See for instance a post By Jean Murray:What Can I Copyright? What Types of Works Cannot be Copyrighted? which deals with the situation in the US.