drush dl in-field-labels will fail, while drush dl In-Field-Labels works.
I never saw any other project with capitals and hyphens, though. Only https://drupal.org/project/In-Field-Labels
drush dl in-field-labels
drush dl In-Field-Labels
Sadly drupal.org is case sensitive on project names. Other example https://drupal.org/project/XHPRof
@jonhattan I know this can be fixed. Drush gets the project data, downloads it and just bugs when it comes to moving the folder to its final destination.
It would still be optimal to have it retry with all-lower-case if something with caps fails. Sometimes it retains the uppercase spelling even when you request lowercase. To clear this out,
$ drush cc drush