After being asked the proper rules and not having a concrete answer, I decided to write a short reference on italicizing, underlining, and quoting in formal writing. It's all a matter of deciding what is important enough to tilt and what isn't.
The simplest rule to grasp is that, in handwriting, you underline where in formal writing (the stuff you type on a computer) you italicize. Nothing that comes out of your or anyone else's printer should have words or phrases underlined (I haven't checked a style book recently, but not even your titles should sit atop a horizontal line). More complicated is the decision between quoting and italicizing. Generalized, any work of larger stature earns italics. Short works or sections of larger works deserve only quotations. And since that explains nothing more than what you already knew, here is a simple-to-use reference list:
John Wick: Chapter 2 follows the original impenetrable assassin as he fights his way through a few dozen expendables and about two hours of screen time. But Chapter 2, as opposed to the original, offers us much more in terms of acting, dialogue, pacing, and believability; it shows us what does not work in an action film.
It's not much to say that Chapter 2 offers us less credibility than the original, which claimed that a mafia boss's son would blindly steal a car and kill the dog of that same mafia boss's best assassin who, as we learn throughout now two movies, every man and his mother recognizes on sight. The premise of the second one, while still forcing John's retirement down our throats like a misshapen bone, exists on a threat: in order to retire, John must fulfill a blood oath he made to a younger Jarvier Bardem lookalike mafioso. John naturally wants out of this oath, but another character warns him that if he kills the mafioso or doesn't fulfill the oath, he's dead. But why, I must ask, would the threat of death mean anything to the world's most anti-social Baba Yaga "ghost" assassin? I'm fairly certain multiple folks threatened to kill John in the first movie, and that didn't end too badly for him. But, like certain internet-distributed videos, do we really watch John Wick for the plot?