You will need a letter from the Town Hall (Comune) stating that no birth record exists, If no church document is available either, sometimes the Consulate will accept a certified copy of the Italian military draft document (for males) issued by the State Archive of the main Italian province, as evidence. The Italian military record would need to show the parents’ names and the ancestor’s place and date of birth. Always check with the Italian Consulate that has jurisdiction over the State where you reside before applying.