should they be in italics like books and newspapers? I know about the latter but what about foreign magazines?
Magazine titles in general should be italicized. Foreign words and phrases should be italicized unless they are widely used and understood that they have become a part of the English language.
You can find more information here: http://grammar.ccc.commnet.edu/grammar/italics.htm
If you are a newspaper, you generally do not italicize magazine titles (AP style). If you are a magazine or a book, you generally do (Chicago style, among others). There is no right or wrong about this--the decision may be based on practical issues (the way type used to be set) or aesthetic considerations.