A Mithraeum was discovered in 1965 near Venice at San Giovanni di Duino (generally known as the Duino Mithraeum).
Grotta del Mitreo di Duino - Discovered: 1965 in a cave near the Duvino River close to Trieste. Coordinates: 45° 38' 00" N, 13° 48' 00" E / 45.6333° N, 13.8000° E1
According to the Wikipedia article (written by "Rasevic", the photographer):
The Duino cave is located about two kilometers from the sources of Timavo river. At the center of the cave there are two benches and a square block of limestone that served as an altar during religious ceremonies. The lower wall has a plaque on two columns depicting the tauroctony, a standard iconic feature of the Mithraic Mysteries. 400 coins, oil lamps and a large number of jars were found in the cave.
The first image above has the note:
"La Soprintendenza per i beni archeologici del Friuli Venezia Giulia ha annunciato la riapertura della Grotta del Mitreo o Grotta del dio Mithra presso San Giovanni di Duino (TS), con la possibilita di visitarla tutti i gioveda dalle 9 alle 11."
Bibliography
Taken from Roger Beck, Mithraism since Cumont.
GORDON, R. L. 1976d. "Archaeological report: Italy, Germany, Hungary." JMS 1, p.197-201.
STACUL, G. 1971-72. "Scavo nella grotta del Mitreo presso San Giovanni al Timavo." Atti dei Civici Musei di Stor. ed Arte di Trieste 7, 5-30.
STACUL, G. 1976. "La grotta del mitreo presso San Giovanni di Duino". Antichira Altoadriatiche 10, 29-38.
Cannarella, Dante, Arti Grafiche, & Pacini Mariotti. "Atti della Societa per la Preistoria e Protostoria della Regione Friuli Venezia Giulia" 3, Pisa, 1979. Pp. 101-102.