Campagnia is a large region. Many Iorio's came from this part of Italy. Try to find out what town he was from. Some may still be there. Then try the Italian phone book it's on the net. Also try ellisislandrecords.org (free). Also the federal archives in NY & D.C. have records you may connect to. If you can't get there some of it is on the web for a fee. Good Luck. After 115 years in America I was able to locate Iorio cousins in Italy. I now have many new cousins and we have visited each other a few times.