It is nice to know that real Italians at the opera shout the same things we do: bravo, brava. We are attempting to imitate them, after all.
I was explaining to the non opera people on our tour that real Italians are known to shout a lot of other things not quite so complementary at the opera. When I was in Rome in La Legenda da Sekuntala, there was a long bit where a woman stood on the stage and read aloud. I have no idea what she was saying, but after a while the Italians began shouting at her to get off the stage and let the opera begin.
Then there's the Roberto Alagna at La Scala example. We're just too polite sometimes.
At the end of a concert they often shout "bis!" -- again. There are a lot of encores at Italian concerts.