Is it safe leave bags in Naples and Milan train station

If they have official left luggage facilities it's safe. I've never heard any stories of issues with this so you should be fine.

Donna

The baggage storage at Napoli Centrale is a door or two away from the police station. I leave luggage there fairly often. Just make sure of opening/closing times.

Milano's storage facility is larger, so there may be a wait to drop off/retrieve your bags, be sure to factor that in.

Anywhere you store bags, be sure to have all valuables on you, not in the left bags.

Luggage storage at Napoli Centrale train station is down a quiet hallway, nice-sized clean quiet room, I had to show my Passport to the Attendant, cost 6 Euro a bag a few years ago. Don't know today's current cost.

Yes. They are safe. Way safer and more convenient than hauling them around.

There could be a queue at times to drop off / pick up luggage, so be sure to allow a bit of extra time for that.

Milan train station has several folks offering to "carry" yr bags....keep yr wits about you!