[podperson]

Actually it's pretty clear in the movies that most of the long distance air travel is by some variant of flying boat (he's seen getting on and off an Pan Am clipper), and the dotted lines in the map do not show refueling hops.

If you look at the history of Pan Am, it started out operating two flying boats: Sikorsky S-38 and S-40. The S-40 had a range of 875 miles (but can land in more places than a DC-3).

http://en.wikipedia.org/wiki/Pan_am#Clipper_era

That said -- Chicago to Italy should definitely be easterly.