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It particularly applies to works that exist as a smaller part of a larger work. Examples of titles which are quoted but not italicized: Articles, essays, papers, or conference presentation notes (stand-alone or in a collected larger work): "The Dos and Don'ts of Dating Online" is an article by Phil McGraw on his advice site.
Do not put quotations in italics. Quotation marks (or block quoting) alone are sufficient and the correct ways to denote quotations. Italics should only be used if the quoted material would otherwise call for italics. Use italics within quotations to reproduce emphasis that exists in the source material or to indicate the use of non-English words.
For titles of books, articles, poems, and so forth, use italics or quotation marks following the guidance for titles. Italics can also be added to mark up non-English terms (with the {} template), for an organism's scientific name, and to indicate a words-as-words usage.
It seems intuitive, but it will take a long time to permeate, I imagine. I usually put whatever style rule I am following in the edit summary, figuring that's a good way for people following that topic, popular music, for instance, to hear about "album titles in italics, song titles in "quotes"" Ortolan88
The intent of the guidelines and the language templates that support them is to not italicize non-Latin-based scripts, with regard to italicizing titles of works, or material that is not English being italicized simply because it is non-English, or other reasons for italicization. Some scripts don't even support italicization in the first place.
Grandpa was in World War II, not "World War II". As for the italicized case, we don't use quotation marks and italics at the same time; "failing" to also use quotation marks with the (incorrectly) italicized #4 examples doesn't create any ambiguity, and adding them doesn't make the example any clearer, just twice as wrong.
Do not put quotations in italics unless the quoted material would otherwise call for italics, such as for emphasis and the use of non-English words (see the Manual of Style). Indicate whether italics were used in the original text or whether they were added later. For example: Now cracks a noble heart.
Italic formatting cannot be part of the actual (stored) title of a page; adding single quotes to a page title will cause those quotes to become part of the URL, rather than affecting its appearance. A title or part of it is made to appear in italics with the use of the DISPLAYTITLE magic word or the {{Italic title}} template.