Italicize foreign words and titles of books, long poems (Paradise Lost), and poems published in individual volumes as books (The Wasteland).
Do not italicize the title of your own essay or headings in your essay (such as Works Cited and Consulted).
DO NOT MIX AND MATCH underlining and italicization. Underlining was introduced because typewriters were not capable of italicizing titles. Now that we use computers, and more particularly because we tend to underline URLs, it is becoming conventional to italicize book titles.