There are stories that Spain gave Venezuela to Venice as security on a loan - Venezuela means "Little Venice", after all - and I've seen people on here use that as evidence of an Italian colony before, but I don't believe that Venice ever had a chance to take control of the colony, nor do I honestly believe Spain would've allowed them to.
The other major issue you have here is that, to be a colonial power, you need the ability to defend your colonies. Colonies are ripe possessions, prime for plucking by greedy rivals, and essentially colonies are only going to be held in the long term by the more powerful European states. If an Italian city-state founded a colony in the Americas, within 10 years it would've been taken off them by one of England, France, Spain, Portugal or the Netherlands. That's just the way it went. The stories of Courland, the Knights, etc colonising are funny, but at the end of the day if you read into these colonies you see these minor powers with no power projection never manage to keep possession of them for more than a decade.