After the Islamic State threatened to conquer Rome (and a female bus driver narrowly avoided being lynched by a mob of angry immigrants for unknown reasons) one may wonder how the city is protected.
Like most Italian Municipalities, Rome has its own Police Corps, but the main responsibility for providing security rests with the State Corps: the State Police, the Military Police, the Revenue Police and other Corps, hopefully coordinated by the Prefect and the local Chief of Police.
The Vatican security is a responsibility of the Holy See, which can field its Gendarmerie and Swiss Guard. However, pursuant to the 1929 Lateran Treaty, it is up to the Italian Police to patrol St Peter’s Square, which is probably the most exposed part of the Vatican State since it is where the Pope meets his flock. Pope John Paul II, for instance, was shot in the square, and the shooter was arrested by the Italian Police and tried by an Italian Court.
In exceptional circumstances, the Italian Armed Forces could intervene. For example, any plane threatening Rome would be intercepted by the Italian Air Force.