I'm looking for an ancestor who moved from Italy to Brazil between 1800 and 1900.
Where can I find Brazilian immigration records?
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From 1808 to 1940 immigrants came to Brazil from over 50 nations all over the world; most were from Portugal, Italy, Germany, Switzerland, Austria, Japan, Russia, France, Spain, Turkey, the British Isles, and other South American countries. This wave of immigration was caused by political and financial conditions and by work opportunities on the plantations. Many settled in the states of São Paulo, Minas Gerais, Paraná, Rio Grande do Sul, Santa Catarina, and Rio de Janeiro.
There is at least one website listed, called Imigrantes Italianos, that looks like it may be useful to you.
This source is also from FamilySearch, but not yet listed - it is not specifically related to Italian sources but have surprising results, at least for me, when also looking for brazilian immigration online sources. You may very well find your italian relatives immigration records there.
It list a big collection of records categorized by place, date and collection type. In my case, I was after immigration records to Brazil in the 20th century (older records can be found as well), for a couple of states, one of them, Pernambuco. Not all of the collections is indexed for online research (some are simply the microfilm digitalizations, not very useful for us researching online).
After picking a place, you choose the catalog type. If you pick one that is indexed online, then the next and final step is entering first/last name or other input data and going over the results.