What if they went back? - Sicilian Birds of Passage

I have mentioned before that I enjoy researching my husband's Italian roots. Not only did his Italian ancestors leave their homeland of countless generations in search of a better life, they traveled through Ellis Island and were part of the immigrant lifestyle that has made New York City what it is today. I'm fascinated by their trials and tribulations.

Currently, I'm trying to iron out the path the Pagano line took from Ventimiglia, Sicily, to New York City where they settled. There were two Pagano men that originally traveled from Ventimiglia in 1892: Salvatore and Vito Pagano. Their port of arrival was New Orleans, where many Sicilian immigrants traveled. Salvatore and Vito were close in age so I had assumed they were brothers, but I found Sicilian records that indicated they were not brothers...perhaps cousins? That is a fact yet to be discovered. Somehow both men ended up in New York City prior to 1896. I do not know how they got there or what precipitated their move from New Orleans north. More than likely it was work related. Family stories indicate that they worked in the sugar cane fields in New Orleans. Perhaps farming yet again in their new home was just more than they wanted to deal with.

I know that both men were "birds of passage" that returned to Sicily to retrieve their wives and younger children. Where are the records tracing these arrivals by in Sicily? The United States did not begin to record individuals leaving the United States until 1908. How do I track their return trips?