Hi,
I received my W2 on which there's written my old address, now I live in Italy... do I have to write my current Italian address or the same address that you find on my W2?

If I write my current Italian address, will it be a problem that the address on the W2 is different?

I really hope that someone can help me,
Thanks!

You should file a change of address. A 8822 form can be downloaded at this url: Address Changes

There are institutions for foreign addresses so read up on that.

Cheers

Yes, I already didi it! But is it a problem that on the W2 form there's the old address?

If does not matter what address is on W2. You can file tax return from your Italy address.
If you are a U.S. citizen or resident, then you must report your worldwide income.

No, I'm Italian. And how should I mail my forms? Should I use a registred mail?

Hopefully you mailed the form normal mail; registered mail is overdoing it a bit.