Bailing out Alitalia and Banks are completely different issues. If AZ goes, the damage is not contagious: if a Bank goes, then the fear of another Bank going (even a sound one) means the disease spreads, so you have to do something as otherwise the whole payments system goes.
Shareholders in Fanny Mae, Freddy MAc, Bear Stearns, Lehman etc have taken a huge hit, if not lost everything. That's as it should be. Let's hope the fat-cats at the top also take a hit in terms of lost bonuses. But does anyone really want depositors (that's you and me, folks) to take a hit? I think not, so you have to mount a rescue, bailout or whatever.