From their droll Q&A.
Q. A sentence in a manuscript: In a landmark collection of essays, The Division of the Kingdoms: Shakespeare’s Two Versions of “King Lear,” a range of scholars made the case . . . The book title is of course in italics—but then how does one treat that comma after Lear, and then the quote mark after the comma? Would the comma be in roman, and then the quote mark in italics?
A. This situation is a sticky wicket. The quotation marks must be italic, since they are both part of an italic book title. But the comma doesn’t belong to the title. According to Chicago’s preference for putting punctuation into the same font as the “surrounding text” (6.5), the comma would be roman. But this comma is “surrounded” by italics! If only we could use “logical punctuation,” whereby the comma would go outside the quotation marks, to render the issue moot. But that would be un-American. Editors here disagree on the best solution, so style the comma as you wish with the hope that its tiny size will allow readers to ignore it.