Italics and underlining are typically used to indicate the following:
- Words used as words or letters used as letters - Yes
- Titles of books, newspapers, magazines - Yes
- Foreign words and phrases - Yes
- Titles of paintings - Yes
- Names of ships, trains, aircraft - Yes
- Titles of short stories - No (typically, short stories are placed in quotation marks, not italicized or underlined)
So, you would select the first five options.