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Generally, use only one of these styles at a time (do not italicize and quote, or quote and boldface, or italicize and boldface) for words-as-words purposes. Exceptionally, two styles can be combined for distinct purposes, e.g. a film title is italicized and it is also boldfaced in the lead sentence of the article on that film (see WP ...
Titles in quotation marks that include (or in unusual cases consist of) something that requires italicization for some other reason than being a title, e.g. a genus and species name, or a non-English phrase, or the name of a larger work being referred to, also use the needed italicization, inside the quotation marks: "Ferromagnetic Material in ...
If the quotation is a single word or a sentence fragment, place the terminal punctuation outside the closing quotation mark. When quoting a full sentence, the end of which coincides with the end of the sentence containing it, place terminal punctuation inside the closing quotation mark. Miller wanted, he said, "to create something timeless".
For example, "Stop!" has the punctuation inside the quotation marks because the word "stop" is said with emphasis. However, when using "scare quotes", the comma goes outside. Other examples: Arthur said the situation was "deplorable". (The full stop (period) is not part of the quotation.)
The text of captions should not be specially formatted (with italics, for example), except in ways that would apply if it occurred in the main text. Several discussions (e.g. this one) have failed to reach a consensus on whether "stage directions" such as (right) or (behind podium) should be in italics, set off with commas, etc. Any one article ...
The Twilight Zone is italicized because it is a specific title separated from the rest of the text by its italics, which is done because it is the name of a television show. In the case of most proper nouns, even those that incorporate the definite article, it is best to not capitalize it mid-sentence.
Looking through MoS-T, I see that ship names are italicized, but there is nothing mentioned about a ship's class. In practice, it appears that a substantial fraction of ship articles have the class name italicized (example HMS Foo, a Bar-class rowboat). There are many examples in naval articles: . Unless group consensus disagrees, I will add ...
The name or names given in the first sentence do not always match the article title. By the design of Wikipedia's software, an article can only have one title. When this title is a name, significant alternative names for the topic should be mentioned in the article, usually in the first sentence or paragraph.