Why are Italian eggs so yellow?
The yellow color comes (primarily) from vitamin A in the eggs. The eggs are high in vitamin A when the chickens are fed a natural diet of seeds, vegitation and insects. 

Most of the eggs that you buy in the states are factory farmed and pale because the chickens are fed a special protein mix that has a lot of corn. This makes them lay faster and more economicly, but the mix is somewhat nutrient poor, so the eggs are less colorful. This also used to happen in cows: the milk was yellow in the summer when they ate grass, but white in the winter when they ate hay and grains.

If you find good yellow eggs, that is a good sign that the chickens led a good life on a natural diet. Of course, the feed could just be doped with vitamin A to make the eggs look more yellow.