The Chicago "Outfit" under Torrio and Capone was never a Mafia family. There was a "Mafia" of sorts in Chicago--the Unione Siciliana--an influential, mostly political, organization that Capone and other gangsters (like the Sicilian Gennas) tried to dominate. The Unione later changed its name and opened up to non-Sicilians.

The NY Families were inducting non-Sicilians by the late Twenties. If I recall correctly, Valachi , a non-Sicilian, testified that he was made by Bonanno around 1929. Capone was never made. Genovese, Costello and Anastasia all were future Dons of non-Sicilian birth. I don't believe there's any record of them being formally made, although they might have been. Fat Vinny Teresa, former New England mafioso turned rat, in his autobiography said there was no formal "making" ceremony in New England--"they just called you to the Office one day and told you that you were in."

Charlie Luciano invited Capone to be a member of the Commission. Luciano, born in Sicily, was a thoroughly modern American businessman, and he sought help and support all around. Jews--Lansky, Siegel, Dutch Shultz--sat with the Commission at times, although they weren't voting members.

I don't think there was any formal reciprocity between Sicilian and American Mafiosi. Plenty of Canadian and Sicilian Mafiosi were in the Bonanno Family and some served in high places. But as far as I know, they were never formally "made" in the Bonannos--obviously didn't need to be to do their jobs. For that matter, Jimmy Burke, 100% Irish, was the equivalent of a crew chief in the Lucchese Family, and some said that Hugh "Apples" McIntosh. another non-Italian, was nominally Persico's bodyguard but most said he was really Persico's' informal consigliere.