Audi logo is a more complicated story. Actually the current logo is the Auto Union logo, which was the merging of four makes, hence the four rings. The original Audi logo is the one shown at the top left corner of this chart, showing the logo of the Audi "family":
http://www.luxusni-auta.cz/data/mod_redaction_adv/cats/2/pic/audi_history.jpg

Alfa-Romeo : Name ALFA comes from Anonima Lombarda Fabbrica Automobili (the Romeo part was added when Nicolas Romeo took the company in 1915), founded in Milano. The crest of that city in crusade times is the red cross on white background and a dragon eating an infidel (!), also crest of the Visconti family if I understood well.
http://www.asaf.co.il/alfa/images/collect.gif