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http://www.photo.net/philip-greenspun/photos/pcd0795/fontana-della-barcaccia-38.tcl

In fact, in Rome most of fountains are of historic/artistic heritage, so the forbidding is strongly enforced.

In Piazza del Popolo (People's Square) in Rome, where supporters gathered to see the match on videowalls, the fountain was fenced from the morning, to avoid people bathing in it.

At the contrary, in Milan, I cannot tell a single fountain older than 1920's. And the two fountains in squares where supporters gathered, were both built in 1990's, so little historic value. This drives authorities to a different state of mind about people IN fountains.

In historic fountains of Rome you risk to be fined just refreshing foot in water, in fountain in Piazza Castello in Milan you can put your foot in water under the eyes of police officiers without any trouble. And the only time, except yesterday, that I witnessed people in this fountain, officier just expelled walkers from fountain, without fining them.

So, all in all, if you want to bath yourself in an italian fountain, forget Rome, Milan is way better.