Have documents issued outside the area that is covered by the consulate at which you are applying authenticated by the consulate(s) that does cover the area where they were issued.
This step is no longer required unless the documents are from a different country than the one in which you are applying. An example would be if you were applying in the US, but also had some Brazilian documents for one of your ancestors. This would require you to have the Consulate or Embassy in Brazil authenticate the document before applying in the United States. This step doesn’t apply to Italian documents either.