Miss Magnani once toured with a play called ''La Lupa,'' and had an enormous success in Moscow. Perhaps the best way to describe her effect on audiences is to quote from a documentary on the Italian actress by the Belgian film maker Chris Vermorcken. In the film, the narrator tells of the first flight into space by the Soviet astronaut Yuri Gagarin:''From the cosmos, he sent this message: 'I salute brotherhood, the world of art and Anna Magnani.' ''