Many thanks to Gianluca Pignalberi for the contents of this page!
Punto Omega (Point Omega), tr. Federica Aceto, published by Einaudi, June 2010, ISBN 9788806202590, hard cover. Link to Punto Omega at Einaudi site.

L'uomo che cade (Falling Man), tr. Matteo Colombo, published by Einaudi, 2008, ISBN 9788806188719, hard cover. Link to L'uomo che cade at Einaudi site.

Contrappunto (Counterpoint - Three movies, a book, and an old photograph), tr. Matteo Colombo, published by Einaudi, 2008, paperback. Link to Contrappunto at Einaudi site.

Love-Lies-Bleeding, tr. Alessandra Serra, published by Einaudi, 2006, ISBN 9788806183905, paperback. Link to Love-Lies-Bleeding at Einaudi site.

Running Dog, tr. Silvia Pareschi, published by Einaudi, ISBN 9788806161613, 2005, hard cover. Link to Running Dog at Einaudi site.

(added June 6, 2010)
Cosmopolis, tr. Silvia Pareschi, published by Einaudi, May 2003, ISBN 88-06-16466-X, hard cover.

Valparaiso, June 2002, published by Einaudi, Trans. Alessandra Serra, ISBN 88-06-15664-0, paperback.

Body art(The Body Artist), March 2001, Einaudi, translated by Marisa Caramella, ISBN 88-06-15666-7, hardcover.

Underworld 1999, Einaudi, tr. by Delfina Vezzoli, ISBN 88-06-14725-0, hardcover.

Mao II, 1992, Leonardo, translated by Delfina Vezzoli. ISBN 88-355-0221-7.

Mao II (reprint), tr. Delfina Vezzoli, published by Einaudi, June 2003, ISBN 88-06-16162-8, paperback.

Libra, 1989, Tullio Pironti Editore, translated by Agnese Micheluzzi and Carmen Micillo.

Libra, year 2000 edition, published by Einaudi, translated by Massimo Bocchiola, ISBN 88-06-14726-9, hard cover.

La Stanza Bianca (The Day Room), tr. Alessandra Serra, published by Einaudi, May 2003, ISBN 88-06-16543-7, paperback.

Rumore bianco (White Noise), 1987, Tullio Pironti Editore, translated by Mario Biondi. ISBN 88-7937-048-0, hardcover.

Rumore bianco, 1999, trans. by Mario Biondi, ISBN 88-06-14727-7, paperback.

I nomi (The Names), 1990, Tullio Pironti Editore, translated by Amalia Pistilli.

Cane che corre (Running Dog), 1991, Tullio Pironti Editore, translated by Livia Fascia. ISBN 88-7937-034-0, hardcover.

Giocatori (Players), 1993, Tullio Pironti Editore, translated by Maria Teresa Marenco. ISBN 88-7937-061-8.

Great Jones Street, 1997, Il Saggiatore, translated by Marco Pensante. ISBN 88-428-0446-0, paperback.

Americana, 2000, tr. Marco Pensante, Il Saggiatore; ISBN 88-428-0578-5, hard cover.

There is also a healthy amount of literary criticism being written (or translated) in Italian. In 2005 the journal Nuova Corrente devoted an issue to Don DeLillo (Vol. 52/#136), edited by Daniela Daniele.

Contents:
Daniela DANIELE. Premessa
Marc CHENETIER. Don DeLillo: la resistenza ai sistemi
Heinz ICKSTADT. Il mondo narrativo di Don DeLillo
Pamela MANSUTTI. Using the whole picture : il doppio sogno cinematorgrafico di Americana (1971)
Rosa Maria DIEZ COBO. The never ending neon : storia e terrore di un epoca terminale
Frank LENTRICCHIA. Libra come critica postmoderna
Maria Cristina IULI. Sottrarre strati di coscienza? Identita e intermedialita in Libra
Tom LECLAIR. Mao II ed Io
Giulio IACOLI. CorpoReality Show. Elegia e deformazione del mondo in Don DeLillo, The Body Artist
Marc CHENETIER e Franc'ois HAPPE. Intervista a Don DeLillo
More info can be found here.