In my writing up to now, I italicize Britannica because it is a book. I never italicize Wikipedia or blog names because as The Chicago Manual of Style 15th edition notes: "websites, if titled, should be set in Roman, headline style, without quotation marks" (8.199). However, the new 16th edition says much more:
General titles of websites mentioned or cited in text or notes are normally set in roman, headline-style, without quotation marks. An initial the in such titles should be lowercased in midsentence. Titled sections, pages, or special features on a website should be placed in quotation marks. Titles of the types of works discussed elsewhere in this chapter (i.e., books, journals, etc.) should usually be treated the same whether they are published in print or online. Some websites share the name of a printed counterpart, and others (such as Wikipedia) are analogous to one of the types of works discussed elsewhere in this chapter; these titles should be styled accordingly. (8.186)
I presume Wikipedia should be italicized since it is done in Chicago's prose above. Looking for a justification, we see that in the documentation section for blogs:
Titles of websites are generally set in roman without quotation marks and capitalized headline-style, but titles that are analogous to books or other types of publications may be styled accordingly. Titled sections or pages within a website should be placed in quotation marks. Specific titles of blogs—which are analogous to periodicals—should be set in italics; titles of blog entries (analogous to articles in a periodical) should be in quotation marks. (14.244)
And for "Dictionaries and encyclopedias online" we see:
Online versions of encyclopedias should be cited like their printed corollaries. In addition, in the absence of a posted publication or revision date for the cited entry, supply an access date. If the article includes a recommended form for the URL, include it; otherwise, include a short form of the URL (as in the second example) from which interested readers may enter the search term. If a DOI for the article is available, use that instead. (14.248)
Now, I always feel hesitant to infer a prose guideline from the bibliographic guidelines, but since the change is apparent in the bibliographic guideline, and they give an example in the prose guideline, I suppose this means we should italicize online reference works and blogs?
However, I don't feel quite prepared to leave the trusted 15th (published in 2003) and it will take a while for software (such as David Fussner's biblatex-chicago-notes-df) to follow.