Yes, immigraiton and customs on arrival at the airport at Venice (if you fly direct to Venice from the US) If you connect in Europe you will clear immigration at the connecting Airport but not customs. This will be done at your final destination in Venice.

No customs on your train ride between Venice and Munich. In normal times not even any border control on the train but with the current refugee situation in Europe I wouldn't be surprised that on the borders to Austria and Germany that there will be random checks on the train. Normally the officers just walk trough the train and take a look around and not bothering anyone. But just in case have your passport ready. And don't be alarmed it is normal that border police in Europe sometime looks a bit martial (at least that what I sometimes hear from people from the US when they see police with automatic weapons patrolling an European airport).

On your flight from Munich to Dublin no customs just passport control in Munich. Ireland is not part of Schengen.

In Dublin on your back to the US you will mostly go through the US pre-clearance (meaning US immigration and customs inspection will be done in Dublin) https://www.dublinairport.com/flight...a-preclearance