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Here is my statement of the general rule:
Italicize the title of whatever is normally, or was in the first instance, published as a volume of its own.
Obvious examples of the above:
--book titles
--movie titles
Put in quotation marks the title of whatever is normally part of something else, such as a collection of poems or an anthology.
Obvious examples of the above:
--chapter titles.
--a single poem from Sidney's Astrophil and Stella
Titles which cause trouble: --Alexander Pope's "An Essay on Criticism" (or is it An Essay on Criticism?). --My Advice: Look it up on Wikipedia or JSTOR.