Any records from states that fall under the jurisdiction of other Italian consulates need to be authenticated by them before handing them over to the Detroit consulate. For that means the NY consulate for the vast majority of my vital records and Philly for my great-grandparents' marriage. I was uncertain of the process so I posted to the Italian Citizenship Message Board. This is a response I received from someone who had gone through Detroit before:
I went through Detroit and had to have documents authenticated in both NY and Newark. I will post this evening in Templates the letter, release and instructions. In most cases the documents are sent to the citizenship department of the consulate, however some are done by the notary and some by the legal departments. The fee currently is $8.10 per document (fee changes quarterly) and is based on art. 71 A. NY took approximately 2 months to return my documents. Philly has a faster turn around, but I don't know the specifics. NY will not process documents while you wait if you deliver them personally, Philly will do them while you wait. The documents must be apostilled and translated.
Update: 16 Feb 2012
This person now posted the templates and information on the message board. I repeat the details here:
To authenticate documents that originate in a consular jurisdiction other than the one to which you are applying send the following:
1. Original apostilled document (BC, MC, etc.) and copy.
2. Translation.
3. Request letter (template attached)
4. Release (template attached)
5. Payment – enclose a money order for $8.10 per document (fee changes quarterly and can be located on the consulates' tariff schedule as Art. 71A). NY and Philly post a tariff schedule, I am not sure of the other consulates but the fee should be the same at all. NY and only NY accepts Visa or Mastercard in addition to a money order, they charge a one time $4.00 transaction fee. (Alter the template letter if you are enclosing a money order.)
6. Self addressed stamped envelope (your choice of delivery method, first class mail, priority mail, fedex, etc.)
7. Copy of your photo ID.
You can personally deliver your documents for processing and some consulates will process your documents while you wait. NY will not process your documents while you wait so be sure to include your SASE. Processing in NY is approximately 2 months.