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Forza Azzuri.
I am entitled to Australian, British, Italian and Maltese Passports if I ever get around to applying for some of them, but my primary loyalty will be to the country that nutured and educated me, the country I live in. I am first and foremost Australian.
That's not to say I don't appreciate and love the cultures of the others and support them in various sports. That's not to say I won't occasionally support the underdog against Australia in world sport.
I supported Australia against Italy in the last World Cup soccer tournament and will support Italy against Australia when they play a Rugby test against each other in November.
Please let us not confuse patriotism, sport, and support for the underdog. They can coexist.