Alitalia was Italy’s main national airline for a long time: the planes with “Italy” in the name, flying in and out of Rome and Milan. The name is Italian. Ali means “wings,” and Italia is Italy, so the whole thing is “wings of Italy.” Though actually, the old company stopped flying in 2021, and a new state airline, ITA Airways, took over many of the routes and the story. People still say Alitalia for the old brand, old tickets, and the flag-carrier they remember. In English it is treated as a proper name; you do not add “the” as often as you do with “the Alhambra.”