LONDON—Italian soccer’s redemption story is complete. England’s painful half-century wait for a major title goes on. And it just had to be because of a penalty shootout. Italy won the European Championship for the second time by beating England 3–2 on penalties on Sunday. The match finished 1–1 after extra time at Wembley Stadium, which was filled mostly with English fans hoping to celebrate the team’s first international trophy since the 1966 World Cup. “It’s coming to Rome. It’s coming to Rome,” Italy defender Leonardo Bonucci shouted into a TV camera amid the celebrations, mocking the famous lyric “it’s coming home” from the England team’s anthem. For England, it was utter dejection again—they know the feeling so well when it comes to penalties—after Gianluigi Donnarumma, Italy’s imposing goalkeeper, dived to his left and saved the decisive spot kick by 19-year-old Londoner Bukayo Saka, one of the youngest players in England’s …