Copyright automatically exists when you write something. Proof that you completed the work and the date by which you completed it is valuable, but stealing scripts is fairly rare. That said, there may be comfort in registering your IP. These are the two common ways of doing so:
1) [Register it with the WGA](https://www.wgawregistry.org/registration.asp) — When you register a script with the WGA, it does not offer formal, legal copyright protections, but it does maintain a record of your material and its submission date. This is not recommended. It costs $10 for WGA members and $20 for non-members.
2) [Register it with the US Copyright Office](https://www.copyright.gov/registration/) — Registration is voluntary, and copyright exists upon the creation of the work regardless. [“You will have to register, however, if you wish to bring a lawsuit for infringement of a U.S. work”](https://www.copyright.gov/help/faq/faq-general.html#register). It costs $35 to register one work as the only author and claimant, not made for hire.
Titles cannot be copyrighted. Ideas cannot be copyrighted. Only unique expressions can be copyrighted.