Thanks to Lino of PIE

While this by NO means can be considered an all inclusive list, it is a start. 

The first American singer to perform at New York’s famed Metropolitan Opera House without European training was Rosa Ponselle. Born Rosa Ponzillo in Connecticut, "the Cinderella of Opera," made her debut at the Met in 1918 when she was 21 in Verdi’s La Forza del Destino, opposite Enrico Caruso after being discovered in vaudeville. She played over 20 roles in her 19-year career at the Met, retiring in 1936 to marry and teach. She died in 1981 at age 83.

The first woman to run for national office was Geraldine Ferraro, who was the Democratic candidate for Vice President in 1984. Mrs. Ferraro also served in Congress, representing a district in Queens, New York, from 1970to 1985.

The first woman ever-elected governor in her own right was Ella T. Grasso of Connecticut. Born in 1919, Ella Grasso was elected to the U.S. House of Representatives in 1970. According to the Library of Congress, Mrs. Grasso was also the first Italian American woman elected to Congress. She served until 1975 when she was elected governor of Connecticut. Ella Grasso died of cancer in 1981 at age 62. 

Penny Marshall (nee Carole Penny Masciarelli) has made a remarkable transition from star of the hit TV series Laverne & Shirley to one of the few women directors in Hollywood. Her second film, Big in 1988, made her the first woman director in American history to direct a film that earned $100 million. Her other films include Jumping Jack Flash, Awakenings and A League of Their Own.

Fairleigh Dickinson University was co-founded by the late Sylvia (Sally) Scaramelli and her husband, Peter Sammartino. They established the New Jersey Liberal Arts College in 1942.

Celeste Lizio, who came to America during the 1930s and opened a restaurant with her husband in Chicago, founded Mama Celeste’s Pizza, a line of frozen Italian foods that she later sold to Quaker Oats. 

Suzette Charles, born Suzette DeGaetano, was the first Italian American to win the Miss America title as second runner up and replaced Vanessa Williams in the 1984 contest. 

Maria Teresa Cafarelli de Francisi was the model for "Miss Liberty," which appeared on the one-dollar silver coins that circulated in the U.S. during the 1920’s and 30’s. The coins are now valued at about $100 each. (Her husband, Antonio de Francisi, was the coin’s engraver. He emigrated from Palermo in 1903 at age 16.)