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You can say "The cats of Mary" or "Mary's cats". But the alternative to "Supreme Court of the United States", that is, "United States Supreme Court" is written without an apostrophe. Why?

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This issue is addressed in various style guides. For example, Peters in The Cambridge Guide to English Usage (p42) has this section in the entry on apostrophes:

The disappearing apostrophe.

Apostrophes are not now obligatory in a number of kinds of expressions. They include:

  • plural nouns in phrases which express affiliation, for example, teachers college and senior citizens centre. This C20 trend is widespread in the English-speaking world. Burchfield (1996) notes it in corporate names and titles such as Diners Club and Farmers Weekly, while The Right Word at the Right Time (1985) had already found it in British institutions such as Sports Council, Parks Department and some generic items such as trades union. In the US it's recognized by the American Associated Press stylebook, and for corporate and institutional names (e.g. Department of Veterans Affairs) by the Chicago Manual of Style (2003). The Guide to Canadian Usage (1997) finds both older and newer practices in Teachers' Federation and Music Educators Association. The Australian government Style Manual (2002) recommends elimination of apostrophes on plural nouns used attributively. This makes for consistency in items such as drivers licence, girls school, proofreaders marks, where the apostrophe doesn't mark possession - and the time spent worrying about whether it should really be driver's licence or drivers' licence would be better used elsewhere.
  • The Chicago Manual of Style 16th edition, section 7.25, mentioned in Peters' extract above, explains its policy on the issue as follows:

    The line between a possessive or genitive form and a noun used attributively–to modify another noun–is sometimes fuzzy, especially in the plural. Although terms such as employees' cafeteria sometimes appear without an apostrophe, Chicago dispenses with the apostrophe only in proper names (often corporate names) that do not use one or where there is clearly no possessive meaning.

    As examples of the latter Chicago lists:

    • Publishers Weekly
    • Diners Club
    • Department of Veterans Affairs

    The fuzziness of interpretation (possessive or attributive?) that Chicago refers to above means that there is no consistency in the use of apostrophes in such noun phrases.

    Shoe
    • 33,089
    • This is greatly helpful, thank you! – Philosopher of science Oct 09 '20 at 09:45
    • You know better. Even the Peters' article has been mentioned before at user's group / users' group / user group/ .... – Edwin Ashworth Oct 09 '20 at 11:29
    • @Edwin Ashworth. I have a limited amount of time to devote to this site. And rather than spending it tracking down duplicates I usually prefer to write my own answer - particularly if I can substantiate it with extracts from its source. Furthermore, I can use the answer on my own website. In the present case, the question is not an exact duplicate because it is about a proper noun. In any case, Barrie England's answer mentions Peters but does not include an extract. – Shoe Nov 04 '20 at 11:12