The Consulate General of Italy is located at 1330 Post Oak Boulevard, suite 1950 – Houston, TX 77056.
It provides its services to approximately 15,000 compatriots residing in the states of Texas, Arkansas, Louisiana and Oklahoma.
There is also an Honorary Consulate in Dallas and two consular correspondents in New Orleans and San Antonio.
Check at this link which is the competent Italian Consulate for the place where you are.