Italy know all about that: they lost their last two appearances in Euro finals in 2000 and 2012 but sandwiched in between was their 2006 World Cup triumph.
England will be up there with the likes of France, Brazil and Spain as worthy pre World Cup favourites.
Meanwhile, England needed extra time to send Denmark home when Harry Kane scored in the hundredth minute.
He then had another chance to run into the England penalty area in the 32nd minute, after the team had advanced forward by passing the ball around on the left, but the England defence cleared once more.
Team news Italy were unchanged for the final, while England brought in Kieran Trippier for Bukayo Saka to switch to a back three.
They should hold their heads high.