I just got the result from my mother who was born in Naples:

S. Europe 33%
Middle Eastern 47%
Scandinavian 15%

Other than the Scandinavian, that is more like I was expecting for Naples. However, I have 0% of any of those! We show as parent/child with a 99% confidence (I have the birth certifcate so there really wasn't any doubt). I realize the DNA we get from each parent is not necessarily 50-50, but it does seem interesting that we match on none of the ethnic groups.