The National archives of Australia have an excellent search tool and this can help you find other members of your ancestors family, even some POW records from the war are available, they also have details of all Italian internees who resided within the UK that were sent to Australia during the 2ND WW.
I was lucky enough to find a mention of Joe Desio in these archives requesting Alien entry into Australia whilst waiting for his ship to be repaired.
One of the new websites to appear a few years ago was the Ellis Island records; this indeed has made a major break through for many family historians trying to trace their roots. It is one of the main sites that I use to give me an idea from what area Italians emigrated as their place of birth or last residence is mentioned on the passenger lists. Sometimes a province is mentioned but often the actual village is named, if the years of immigration is around the same years as your ancestor moved, you can be almost certain that others from the same areas will have also left, so with a little bit of luck you may be able to find just a few villages to work on.
There is another website Castle Gardens that has arrivals to the USA, the details are not so helpful but if you are looking for members of your family arriving in the states it is worth looking at. See helpful links for websites mentioned
On the Ellis Island site I found details for Joe in the form of a crew list for 1919, this was to be a breakthrough in my researching his merchant seaman history.
Many Italians immigrated to South America mainly Brazil and Argentina, again there are websites available online, none of these will help you in finding where they came from as only the port they left from is mentioned, the year and name of the ship, however with the name of the ship you can check with the LDS family history library to see if they have the passenger lists and if so these should have the full details including at least last residence. One of the main passenger lists for South America is http://www.italians-world.org/Italy/BancaDatiSp.htm and is fairly easy to search.