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Words like Sir, Madam, ladies, gentlemen...are they proper or common nouns?

For instance, if I am talking to someone and I say: I want you to do this, Sir.

I am addressing this person directly. So would it be better to treat 'sir' as a proper noun?
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I assume you're primarily interested in whether or not you should capitalise these words.

"Sir" and "Madam" usually function as someone's title (as in your example, when addressing someone thus), and as such I would capitalise these words.

If you're referring generically to "ladies" or "gentlemen" then you shouldn't capitalise (for example, "This washroom is for ladies only"). When addressing a group of people, I think I would, if I was paying attention, capitalise "ladies" and "gentlemen" because the words substitute for people's names and can be considered titles (for example, "Good morning, Ladies").

A random trawl through Google Book Search and elsewhere indicates that many authors do not agree with the above and do not feel the need to capitalise.
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AnonymousI want you to do this, Sir.
I want to do this, sir. ('Sir' should not be capitalised.)
Yes it would be capitalised for it is a proper noun. For the word "Sir" is a word which is formally used to name or address a person Emotion: smile) Hope that is of some help!

madam

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In Canada, it's rare today (outside the military) for an adult to address another adult as 'sir'.

If the name of the person can be used to replace the sir or ma'am, it should be capitalized. If no name is known to the reader or writer, then either lower or upper case is fine (and debated often, lol)