RELATED SLIDESHOW: Pictures of local victims
RELATED SLIDESHOW: Audio of witness accounts of crassh
Earlier, family members and friends - many wearing the casual clothing they brought for their New York vacation - held a private Roman Catholic prayer service for the victims at Campbell's Funeral Home.
A police escort led the five black hearses that had lined Madison Avenue to the airport.
Italian officials outside the funeral home said the caskets would be placed on a Eurofly plane for a direct flight to Bologna, Italy.
The five tourists were from northern Italy, near Bologna. 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 riverbed. 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 of 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 the bronze caskets out of the funeral home. They were placed, one by one, in each hearse along with bouquets of white roses.
The Roman Catholic 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.
Days later, she was back in Italy, awaiting the remains of the 51-year-old Norelli and their son Filippo Norelli, 16, as well as friends Fabio Gallazzi, 49; his wife, Tiziana Pedroni, 44; and son Giacomo Gallazzi, 15.