In Italy, a pasta sauce might be called "sugo"--as in "sugo di pomodoro"--"salsa"--as in "salsa di pomodoro"--or "ragù"--as in "ragù alla bolognese."
The first two are pretty much interchangeable, though "salsa" may be used for sauces that aren't pasta sauces. The word can be used for a dip, or for taco sauce and the like. A ragù generally has additional ingredients, like meat. As for us, a ragù can also be a stew that is not served with pasta.
Probably the word closest to "gravy" is "sugo."