The fan base in Canada for italian soccer is pretty annoying. They do not annoy me for arrogance though. They annoy me because they only come out of the woodworks every 2-4 years (only for big tourneys) and generally dont even like soccer that much.
But, being an Italian citizen, and having lived in Rome, I can tell you that there is a sense of honour in regards to soccer that can match any country. While Italian fans (in Italy) are annoying after a win (understatement lol), how can you hold it against us when Italy have been given this role as the perennial under dogs? In 2006, no one expected them to beat Germany. 2012, no one expected them to beat Germany. There is this chip on the teams shoulder, like they always have something to prove, which is strange because the true Italians hold them to this high standard. I think this is the reason for the arrogance, and if that is the case, I see nothing wrong with it.