Hello
Perhaps if you gave us more info...first names, location in the U.S., etc. we can do some searching for you.
For instance, there is a family of Milazzo who came to the U.S. thru Ellis Island in 1913. They came from Catania but gave their nationality as Maltese. A father (Antonio - 65), his wife (Agata Sapia - 59) and their daughter (Angela - 15)
LDS Family History Center has Malta Vital Records on microfilm that can be searched at the local FHC if you order the film. I think the records are from the 1700's thru 1849.
Another suggestion...submit your inquiry to the Italian Genealogy forum which has several very helpful members who have some useful resources, at ItalianGenealogy.com
Please let me know if I can help
Angelina