The only thing that we couldn't obtain by mail was my grandfather's birth certificate. For that, we had to go to Italy. The small town there just wouldn't respond. We had to go to NYC and dig around until we finally found the marriage certificate. Otherwise, it was all handled by mail. When we finally received the birth certificates we had our first encounter with the Consulate. There certainly may be other ways to do it. If the consulate is willing to help you with the birth certificate, that might be a good thing to accept.