The grandfather of the Mafia was the Camorra, who are from the region of Naples. It predates the Sicilian Cosa Nostra by about a hundred years. What also confuses the issue is that some of these groups were at least partially like the secret patriotic revolutionary organizations, such as the Carbonari.
http://en.wikipedia.org/wiki/Camorra
Sorry, I shouldn’t have said mafia when I meant specifically La Cosa Nostra. Of course I realize there were forerunners in the old country, and frankly I don’t know enough about the institution to say where it started or how it spread. What I do know is that the basis for the family in The Godfather, the group out of which grew the five families, the most significant and powerful organized crime syndicate in US history, began as a Sicilians only club. That’s all I meant to say.