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Apply the built-in Heading 1 paragraph style to all paragraphs containing text in ALL CAPS

Article contributed by Bill Coan

Sub FindAllCaps()

'start at beginning of doc
Selection.HomeKey wdStory

'get rid of any previous format criteria in the find dialog

Selection.Find.ClearFormatting
Selection.Find.Replacement.ClearFormatting

'search for any paragraph that has no lowercase letters
'WARNING: If you need to exclude paragraphs with numerals,
'change the .Text argument to [!^013a-z0-9]@^013

With Selection.Find
    .Text = "[!^013a-z]@^013"
    .Replacement.Text = ""
    .Forward = True
    .Wrap = wdFindStop
    .Format = True
    .MatchCase = False
    .MatchWholeWord = False
    .MatchWildcards = True
    .MatchSoundsLike = False
    .MatchAllWordForms = False
End With

Do While Selection.Find.Execute()

    'change the style only if the found text
     'represents the entire paragraph
    If Selection.Start = Selection.Paragraphs.First.Range.Start Then
        Selection.Style = wdStyleHeading1
    End If

     'position the cursor after the found text
    'in preparation for finding the next occurrence
    Selection.Collapse wdCollapseEnd

Loop

End Sub

For many more examples of wildcard searches, and for in-depth coverage of how to use wildcards, see: Finding and replacing characters using wildcards.