Italicize the whole episode name

Warning²Federal courts, Illinois courts22nd edition only

An episode name in a television citation is italicized to set it apart from the series name beside it; underlining serves the same purpose in a document filed with a court.¹

1. 1R. 18.7.2 Television Series.
2. 2A warning: the form is usually wrong under the rule in note 1, and context can justify it.