Use initial capitals for full names of parks, forests and reserves, but not when the term is used generically:
Bungle Bungle National Park Kalbarri National Park Bungle Bungle and Kalbarri national parks
the national parks of Western Australia
Styx River State Forest Trowutta Caves State Reserve
Reminder. Initial capitals are used only for formal names. Informal and collective (plural) references to the same item do not need capitals.