Capitalizing "monsieur"

Non.

It's always capitalized. It's a title of honor.

I asked Monsieur LeBlanc if he was coming to dinner.

Are you coming to dinner, Monsieur?

MarkEsq said:

"Hello[,] Monsieur Marston, welcome."

"If you move, monsieur, I will shoot."

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Oui, your uses of upper and lower case were quite correct. I took the liberty to add the same comma above that you very correctly included below.

Sea Witch said:

I asked Monsieur LeBlanc if he was coming to dinner.

Are you coming to dinner, Monsieur?

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The first capitalization is correct.

In English, the second "monsieur" may be translated to English as "mister" or "sir." In either case (unless addressing someone knighted) neither are capitalized.

What Chase said.

I wasn't expecting a debate.

I respectfully disagree. Monsieur is not the equivalent of mister which is why it is never abbreviated Mr.

The only time it's *not* capitalized is when it's used as a noun, "in the vocative case, or before common nouns" like

That monsieur from France was a good cook.

Here's my reference.

Furthermore, in the OP's example,
"If you move, monsieur, I will shoot." it is *definitely* capitalized because it's used as a reference to a specific person.

So how about we agree to disagree.

Sea Witch said:

So how about we agree to disagree.

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I'll agree to disagree about "monsieur" being definitely capitalized in "If you move, monsieur, I will shoot." It's not.

Just as the following address a specific person with a generic term but are not capitalized:

"If you move, ma'am, I will shoot."
"If you move, man, I will shoot."
"If you move, girly, I will shoot."
"If you move, buster, I will shoot."
"If you move, lady, I will shoot."
"If you move, sir, I will shoot."

Added note: Actually, M. (without the full stop in some countries) is the equivalent abbreviation of Mr. when used as the title.

How about a dictionary entry?

Dictionaries might differ, as they often do, but here's an entry from the New Oxford America Dictionary:

Monsieur |məˈsyœ(r); məˈsyər|
noun ( pl. Messieurs |məˈsyœ(r)(z); mā-; məˈsyər(z)|)
a title or form of address used of or to a French-speaking man, corresponding to Mr. or sir: : Monsieur Hulot | you are right, Monsieur.

ORIGIN French, from mon ‘my’ + sieur ‘lord.’

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F.E. said:

How about a dictionary entry?

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Differences noted. My reference is Merriam-Webster's 11th Collegiate Dictionary:

Main Entry: mister
Pronunciation: MIS-ter, or in rapid speech MIS(t)
Function: noun
Etymology: alteration of master
Date:1551

1 : capitalized : Mr — used sometimes in writing instead of Mr.

2 : sir — used without a name as a generalized term of direct address of a man who is a stranger <hey, mister, do you want to buy a paper?>

3 : a man not entitled to a title of rank or an honorific or professional title <though he was only a mister, he was a greater scholar in his field than any PhD>

4 : husband <my mister is due home>

But what is your dictionary's entry for Monsieur/monsieur?

Sea Witch is right.

If it is used as a title, then it gets a capital; and, if it is used as a name, then it gets a capital. It should be treated the same as any other title.

I take back what I said. If you said "What would the monsieur like to order?" then it should be lowercase, but as a name, yes, capped. That'll teach me not to read the example carefully.

F.E. said:

But what is your dictionary's entry for Monsieur/monsieur?

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Nothing more than the translation of its title form:

Main Entry: monSIEUR
Function: noun
Inflected Form: plural mesSIEURS
Etymology: Middle French, literally, my lord
Date: 1512
: a Frenchman of high rank or station — used as a title equivalent to Mister and prefixed to the name of a Frenchman.

Still, I maintain the address in "If you move, monsieur, I will shoot"
isn't a title prefixed to a name.

You're welcome, Monsieur Mark.