If you need to determine what parishes were in your ancestor's hometown, and what diocese they belonged to, the Chiesa Cattolica Italiana website is a good start. Be aware that these are the current parishes and diocesan jurisdictions so there may be some differences from when your ancestors resided in Italy.
Each diocese has an archive usually named the Archivio Diocesano or Archivio Storico Diocesano. Once you have the name of the diocese you can Google it and it often provides contact information, hours, and information on patrimony. For example, the link below is for the archives at the Diocese of Lodi:
Archivio Storico Diocesano- Diocesi di Lodi
Research at the diocesan archives is at their discretion and usually by appointment only. It would be good to verify that they have the types of records you seek before making an appointment. Do not expect them to do research for you. This is one type of Italian archive where you need to do the research yourself!