They're all Catholic women though. There may be differences in their backgrounds and personalities when you're trying to get to know them, but they tend to be similar when you're trying to game them (i.e, - ok in their 20's, notably difficult from their 30's onward)
As Jesse states, a woman from northern Italy may be dressed fashionably and a bit shy, and their Italian-American counterpart may be loud and dressed skimpily, but they both will be more difficult than most would expect should you try to game them. A shy, classy Italian woman (should you find her in the states) will be more difficult than a similarly presented Anglo woman, and a loose Italian-American woman would be more difficult than her similarly presented Anglo counterparts (and Latina counterparts, as they tend to be sweeter and not as prone to teasing).
The common issue with them is identification, as you're not necessarily expecting them to have an Italian background if you're not in the Tri-State area or (obviously) in Italy.