Len801, my comment pretended to be more a grammatical explanation (I haven't watched this film), rather than explain a connection between title and film (that evidently is very loose or non-existent).
Again, in your last example, in the 2nd title I suppose that quotation marks are used to highlight the second part from the first part of the title, pointing that "My brother's diary" is part of the "Neapolitan tales". It's just an intellectual exercise and nothing more, should help to grammatically understand better the title and shouldn't has nothing to do with the film, the plot and so on.