Like everyone is saying: just small pockets. Some of the larger pockets are in Queens. Especially Whitestone, Middle Village and Howard. In fact I would put Middle Village up there with Howard as far as remaining Italian populace.

If you ever walk through Richmond Hill, especially 98th street south of Jamaica Avenue, plenty of Italian flags. But it's a predominantly Guyanese neighborhood (or something). Same thing with Corona around 104th street (now mostly Mexican, etc.).

The truth about Queens is that is almost 50% Asian, all of it.

Check out this map from CUNY that says it all:
http://www.urbanresearchmaps.org/comparinator/pluralitymap.htm