You would need to unlock the phones. Best to ask AT&T what they'll want for that.
Outside of that you've got one minor issue and one less minor.
Minor is the charger. You will likely want a new charger with an Italian plug on it eventually. Your old charger should work fine but will need an adapter. Sooner or later you'll tire of that. Or you'll lose the adapter.
The other thing is I don't know if your phone supports all the EU frequencies.