This could be regional, but I disagree with what everyone is saying about 'bolis and 'zones
Stromboli is like a pizza folded up with no sauce inside. Usually cheese, ham, and pepperoni inside, served with sauce on the side. It is an American invention, started in Philly in the 50s. Romano's made the baked version of a pizza folded over and originally called it the Pizza Imbottita which basically means stuffed pizza. Ham, sausage, cheese, and peppers. No sauce. From Wiki: [the owner's] future brother-in-law suggested he name it after the recently released movie Stromboli, notorious for an off-screen affair between married actress, Ingrid Bergman, and married director, Roberto Rossellini, resulting in a love child.
Calzone is like a pizza folded up WITH sauce inside and usually mozzerella, pecorino, and ricotta. It originated in Italy and has many variations like the Panzerotti that Duke mentioned (the fried version), the Pastizz or Pastizzio which usually has ricotta and an egg, or the Cuddiruni which often has tomatoes and other vegetables.
In Italy, Calzones are always sealed up in a pocket with the exception of some recipes of Pastizzio. With the egg in the ricotta it is less likely to ooze out, so some Pastizzia are made like a nut roll. Calzones originated as on-the-go street food designed to be eaten with one hand. Basically they invented hot pockets before hot pockets did. Nearly all of the Bolis in my neck of the woods are sealed up as well. Lots of fat and juice in the meats and there is no way to keep it inside unless you pinch the edges. Most have slices on top to let steam out.
In the US, we have kinda mutilated pizza. The original pizzaiolo was tomatoes, fresh mozzerella, olive oil, and basil on some stretched out bread dough. The red, white, and green was symbolic of the Italian flag. Now it's sauce from a can, shredded mozzerella, and all sorts of craziness. Don't get me wrong... I love me a good hawaiian or taco pizza, but it's a far cry from an original pizzaiolo margherita.
If you visit Italy, many times you can just order "a pizza" and you'll get the regional take on it. In Naples, you'll probably get a Margherita. In Venice, you'll probably get anchovy. In Sicily you'll likely get a Pizzolu which has crust top and bottom, or you might get slices of chewy bread with just crushed tomatoes on it and no cheese. Kinda like if you traveled all over the US and just ordered "a piece of cake" you might get pineapple upside down cake in Hawaii, Angel food cake in Minnesota, and gluten free organic fair trade chocolate cake in Portland.
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