How should I find a job as game developer in the United States as a foreigner?I have some bad news for you. Relative to other software jobs in the US, I consider the games industry to likewise be very competitive, high requirements, expectation of lots of overtime, and relatively bad salary for work done. It's still a great salary, don't get me wrong, just not as much as you'd get in other parts of industry for the same amount of work. It may not justify a move to the US from Italy. I'm basing this on working briefly in games, and being surrounded by game veterans, 90% of whom told me horror stories awful enough to get me to move back to more traditional development.
Having said that, I'm afraid I don't have any specific advice for finding work at a US game company. Your very best chance will be to work through people you already know, with an internal referral from someone already working there. Even if it's a stranger, it dramatically improves your chances of being interviewed.
If there are development offices in Italy for game companies you're interested in (e.g. Activision, EA, Blizzard, etc.) then I would recommend applying locally and getting a job IN Italy, even if the job itself kind of sucks. It'll be much easier to transfer internally to the US from a sub - even switching roles to a proper game developer role - than it will be to get a job from outside the company that is willing to relocate you.
My best answer, work on a game that does moderately well, even if the pay sucks, or better yet, work in a partnership online with someone you trust who can make a good game.
Then you can use the work itself to create influence.
Sorry, I know it's not an easy road, but the good stuff is usually either hard work, or a surprise that falls into your lap.
Get onto the game designers forums and see who's trying to make what. Make friends. You might get lucky or at least get credit.