The chapter examines Gianfranco Pannone’s ‘American Trilogy’ - Piccola America. Gente del Nord a Sud di Roma (Little America. People from the North to the South of Rome) (1991), Lettere dall’America (Letters from America) (1995) and L’America a Roma (L’America in Rome) (1998) - showing how the trilogy employs the documentary genre not only as a way to inform the audience, hut to question the way in which imagination shapes reality and vice versa. First, Lettere dall’America is examined in light of the topos of letter writing in other literary and cinematic works featuring the Italian emigration to the United States. Second, the article anal yses how the migration from north-east Italy to the Pontine Marshes in central Italy is represented in Piccola America. Third, I discuss how L’America a Roma highlights the presence of southern migrants interpreting Mexicans in Italian westerns. Pannone uses documentaries to interrogate the fictional construction of America, and questions the view that narratives of migration are the objective reflection of ‘real’ experiences. Investigating the connection between nostalgia and the narration of history, this article also shows how the presence of a nostalgic vein in the trilogy is aimed at rethinking ‘Italian’ national history in a transnational dimension.