I am flying on a DELTA TICKET which includes an Air Aitalia leg. I use air Aitalia for flight from Venice to Rome, and DELTA for flight from Rome to Atlanta. Where do I clear customs? Venice or Rome? Thanks!
There will be an immigration check in Rome before you board your transatlantic flight. When you land in Atlanta you will have to pass both an immigration checkpoint (passport) and a customs checkpoint (the stuff you bringing into the country). If you are checking in baggage in Venice it will automatically be transferred to you Delta flight; you won't see it again until you arrive in Atlanta.
Neither, there is never an outgoing customs check, i.e. no Italian customs. US customs will only be on arrival (Atlanta).
As Michael says, Venice to Rome is inside the Schengen Area, so no immigration for that flight. Your passport will be checked (and stamped if necessary) on departure from Rome.