The majority of immigrants who left Italy went to South America (I have seen 2/3 on many resources). To find connections down south, there are 2 great websites:
To access their surname database which includes surname, home town and an email contact, click on Listado de Apellidos (list of surnames) on the far left, then click on Base de datos (database).
SHIP MANIFEST TRANSCRIPTIONS
Transcriptions of ship manifests to Brasil and Argentina can be found here. You will have to register to use this site, but they do not spam you.