as far i know, i have some italian relatives, but im not sure how i might be able to prove it, since there might not be any civil registration papers, maybe a immigration paper... what you think i should do??
Ideally you should dig out any information you can find and present it to the Italian Embassy. Try to go back in time by gathering info genealogically as father, grandfather, great-grandfather. If you know the place or town/City your family originats from, you would have to email the town hall and make research and ask for the copies of birth and death certificates. Follow the link, to wikipedia, and then you can do more research, but the best place to ask, really, would be your nearest Italian Consulate or Embassy. If they bother to answer email os the phone nowadays.... Good luck.
