I have never seen course titles italicized in a written reference. Not that it's an authoritative source, but here is what HLS's dean wrote in a professor evaluation:
"Many students enjoyed Civil Procedure much more than they expected to, largely because of Kagan. The course, like the
professor, was praised as well-organized (10), clear (5), and effective (4). Although it was a required course, many students (32)
Thank you for this. Strangely, I find italicized titles on Harvard's website...