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Did your Italian relative set sail on a passenger ship between the years 1609 to 1960? If so, you may be able to locate them by searching passenger ship arrivals. After all, your family history begins when your very first relative lands in that country. If you do an Internet search for Italian Genealogy, you should have several helpful sites to aid you in your search. You should even be able to research passenger arrivals by using your relative's surname.
One thing to know is that if the information you are viewing does not come directly from the source sited, you may want to try going directly to the main source rather than trusting information that has been taken off of other sites and transferred to another.
Besides doing a surname search, you may also be able to search the ship or vessel your loved one used for his passage, should you know the name of it. The search should show a list of all known passengers on that specific vessel.