Hi Kathie :)
You should go to the Italian Consulate closest to you and explain what's happened. They will be able to give you an application form to apply for a replacement birth certificate, passport, whatever else is needed.
As for the naturalisation papers, you'll need to contact INS I would say. That's not their name now though, it's now the U.S. Citizen and Immigration Service ... http://uscis.gov/graphics/index.htm
Good luck!! :D
Now if you find out where to purchase your Italian birth certificate online, I'd be eternally grateful if you could post it here, because that's why I was looking at these posts! ;D
Take care,
Rob.
