Generally speaking, the rule is that you italicize the titles of completed works—books (including collections of short stories and poems), films, songs, etc. Meanwhile, chapters inside a book, poems within a collection, short stories within a compendium, individual hymns in a hymnal, etc. are surrounded by quotation marks.
Whitman, Walt. "Song of Myself." Leaves of Grass. Brooklyn: Whitman, 1855.
So what about magazine titles? Well, a lot depends on your company's or department's style sheet. It could go either way: italicize Time, for example, because that's the title of the magazine. Or don't italicize Time because, being a magazine, Time is never a completed work—not until it finally publishes its last issue. The same would apply to Newsweek, People, etc.: these publications are still around, so they're not complete by any means.
Side note/reminder: on my blog, I tend to surround movie titles with quotation marks. It's become a habit, and it started out when I aped certain magazines and newspapers' styles. Technically speaking, movie titles, being the titles of completed works, ought to be italicized, and whenever I grab material from my blog and self-publish it as a book, I change any quotes to italics. I really ought to change the way I do things on my blog, but force of habit has become tradition. Some traditions need to be abolished, though, the way slavery was.
However, an argument or justification for not italicizing movie titles might be: we live in an age of director's cuts and multiple versions of a work, so is a movie, once released in theaters, really a completed work? Not these days. And George Lucas once famously said, "Movies are never finished: they're only abandoned," meaning that a director always sees, in his work, something else that needs tinkering, improvement, excision, or alteration. So, by that standard—the modern standard—movies are not completed works and therefore, as could be argued with magazines, do not deserve to have their titles italicized.
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