All italian migrants didn't get to Canada at the same time. Even if we find several of them in Montreal at the end of the 18th century, the first wave really left Italy at the turn of the 20th century.
The italian civil records from the beginning of the 19th century until 1866 are kept at the state Archives (Archivio di Stato) of each province. After 1866, you'll find them at the "comune" the town your ancestor's from.
If you are lucky, you'll go back a good 4 or 5 generations in Italy thanks to the digitized civil archives available online. Others will have first to contact the comune to find their ancestors.
To go farther back in time, before 1800, you'll have to visit the church of the village your ancestor's from. Civil records did not exist prior to 1800. So you'll have to look for baptism, marriage or burial records. This is what I did for my family and I was able to bring my lineage back to 1602.
A seasoned genealogist can do this kind of research for you, and of course will charge for it. If you deal with a local genealogist, living in Italy, the fees will go up dramatically. On the other hand, if you are thinking of doing the reasearch yourself, be prepared : hollidays, the archives opening hours that differ from one place to another, the number of document your allowed to look at per day, the language, etc. If you need someone to do the research for you, some genealogists here in Canada can also do a great job.
It's up to you to decide whether you want to do it yourself of not!