A police escort led the five black hearses that had lined Madison Avenue to the airport.
The remains were being flown to Milan on Wednesday on Alitalia Airlines, according to Italian Deputy Consul Maurizio Antonini in New York.
The flight is to arrive at Milan's Malpensa airport on Thursday morning, followed by a drive to Bologna, Antonini said.
The five tourists lived near the city in northern Italy. They included a father and his teenage son, and another family of three - a husband and wife and their teenage son. They were among nine people who died in the collision Saturday between a tourist helicopter and a small plane.
Nine police divers returned to the Hudson River on Wednesday, recovering helicopter parts 30 feet below the surface of the river.
The pieces included gauges from the aircraft's cockpit, a fire extinguisher, an engine cowling, a hinge and latch, and scraps of plastic and aluminum of various sizes, said police spokesman Paul Browne.
Over the weekend, divers had removed about 20 small pieces of helicopter wreckage from the collision. The plane, its wings missing, was pulled from the river on Tuesday.
Outside the funeral home, the dozen or so family members and friends stood on the sidewalk making the sign of the cross in unison and hugging each other as pallbearers carried out the bronze caskets. Each was placed in a hearse with a bouquet of white roses.
The priest who led the prayer service embraced several of the mourners, who followed the hearses in an NYPD van.
Silvia Rigamonti, who lost her husband and son in the collision, was not among the mourners. She flew home to Italy several days ago to be with family and await the arrival of her loved ones.
Rigamonti did not go on the aerial tour because she was scared of the helicopter. She and her husband, Michele Norelli, came to New York to celebrate their 25th wedding anniversary.
The 51-year-old Norelli died along with their son, Filippo Norelli, 16, as well as friends Fabio Gallazzi, 49; his wife, Tiziana Pedroni, 44; and son Giacomo Gallazzi, 15.
The members of the two families are to be buried separately near their homes just outside Bologna, the city's daily newspaper, Il Resto del Carlino, reported Wednesday.
A funeral for Michele and Filippo Norelli is scheduled Friday morning in Trebbo di Reno, and the three members of the Gallazzi family are to be buried Sunday morning in San Lazzaro di Savena.
NEW YORK AND TRI-STATE AREA NEWS