Going through Customs

Immigration (passport check) will be in Rome, Customs (the stuff you are bringing with you) will be in Sicily. Assuming your flight from Rome to Italy is part of the same airline, checked bags will automatically sent to your final destination in Sicily.

If you are flying on one ticket from LAX through Rome to Sicily, your bags will normally be checked through to Sicily. Look at the tags put on your bags to be sure (it will say CTA for Catania, PMO for Palermo, but FCO for Rome). You will go through immigration (passport control) in Rome. You then get to your Sicily flight. Upon arrival in Sicily, you pick up your checked bags and go through customs. However, this is usually just a matter of walking through the "Green Channel - Nothing to De-clare" lane. If, however, you are on separate tickets, you will go through both immigration and customs in Rome. Again, customs in Rome is usually just walking through the Green Channel lane; it's passport control that can take time.

Denise, One other point to mention is that if you're using code share flights (one ticket as the others mentioned), your checked luggage will normally be sent directly to your final destination. Check the Bar Code tag when they attach it to your luggage at check-in, and look for the final destination and intermediate airports. If you could provide more detail on the flights you're using, it would be easier to determine which situation will apply. Happy travels!