Historically, Italian Americans who owned their own businesses tended to be Republican (especially in places like Mass, Rhode Island, Illinois and upstate New York) while those who were involved in the building and industrial trades voted Democratic. Italian Americans also voted for Lew Lehrman over Mario Cuomo in the 1982 gubernatorial election.
Told to me at CPAC by someone to the right of Bush: "The Italians are coming." He meant coming to the conservative persuasion.