The U.S. Government went as far as to place American Citizens of Japanese descent in "camps" out west during WW II, but as far as I know, nothing similar on a large scale was done to Italians. I assume when you use the term "immigrant", you are referring to citizens of Italian descent. What may have happened to illegal aliens, suspected saboteurs, spies, government agents of Italy, etc., is another story.

If you are thinking of "Enzo..da baker", he was an Italian prisoner of war, captured by the American Army in Italy. He was not an American citizen.

I think that you possibly misunderstood your teacher. If he insists that this was the case, ask him to cite his source for this information.