Both Rome's Fiumicino Airport and Milan's Malpensa Airport have train stations right inside the airport terminal that make it easy to reach the city center or, in some cases, other cities altogether. Malpensa Airport has 2 train stations, one at Terminal 1 and one at Terminal 2. You will need to know which terminal you are arriving at to purchase your ticket, as they are not interchangeable.
Rome's Leonardo Express and Milan's Malpensa Express connect the airports with the city centers specifically. You can book your air-rail connection in www.italiarail.com which will make you save time and money compared to other options. In Italy you can get a train to nearly anywhere else in Italy you need to go.
Turin-Caselle (also called Sandro Pertini) Airport has a rail link with the city center.