I have walked intensely in Milano during three days one month ago and I haven't noticed the least bit of a shop selling films. If I had, I would remember it. For instance, when in Prague, I didn't miss Foto Skoda or Foto Pazdera.
My advice would be that you take a large stock of films with you before you go to Milano.
Milano is famous for the reputable "Fotocamera" collectibles shop, but they don't sell films...
No, wait. In Milano there is actually a huge (though not super easy to find) store that sells just about ANYTHING in the film based photography world, including any film that's still possible to find, along with all for the dark room: