Italy won the championship in London for the first time since 1968, with a 3-2 penalty shootout win after the match finished 1-1 in regular and extra time.
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A 22-year-old man died in a car crash in Caltagirone, Sicily, as he was rushing to the town centre to join victory festivities, police said.
In Milan, 15 people were hurt, three seriously, when post-match partying became rowdy. One of them lost three fingers when a firework exploded in his hand.
In a town near the southern city of Foggia, police believe a hitman took advantage of the chaos in the streets to settle a score, shooting dead his target in the crowd before escaping on a motorbike.
The victim's six-year-old niece was also wounded in the attack, with media reporting that she was in a "very serious" condition.