ive bought tickets for two trips in italy from trenitalia.com it went smoothly and my tix were mailed from a US address. I had the unfortunate experience of buying from raileurope.com before i realized they were more expensive. I did get a couple odd looks when i went to use my tickets in italy, i guess they are a bit different in format than non US side purchased tickets.

I saved a ton on the eurostar Venice to Milan on trenitalia than on any other site.