Dear Mr. Shearer,
Thank you for posting your request on History Hub!
We searched the National Archives Catalog but were unable to locate any records on the Great Synagogue of Rome Attack.
We suggest that you begin your research by consulting Foreign Relations of the United States (FRUS). This is a Department of State publication of selected documents from the Department’s files and other sources. Besides providing the text of the most important documents on U.S. foreign policy, FRUS also provides a source citation printed either as a header with the document or as a footnote). Those references to file numbers or other records identification are the keys to locating not only the printed documents but other documents on the same subject not selected for publication. Cited "Lot Files" may be difficult to identify among the records in the National Archives using just the Lot number. FRUS is usually available at large universities or public libraries, and in the U.S. Government Depository Libraries. Some volumes are available online at https://history.state.gov/.
Further, we suggest that you search CREST (CIA Records Search Tool) at http://www.foia.cia.gov/search/. Information concerning CREST is provided on the CIA web site at http://www.foia.cia.gov/collection/crest-25-year-program-archive.
We hope this is helpful. Best of luck with your research!