For example Cyprus has horned figurines with the most famous one being from Enkomi. The Nuragic people of Sardinia also depicted horned figurines and were contemporaneous with the Cypriot people.
Horned figurines are also contemporary in Scandinavia, during the Nordic Bronze Age. It seems likely to me that the 'horned figurine' travelled the same routes that the bronze that it was made of did.
I'm not sure how much of an expert on the subject, but given the difficulty in making connections such as the ones you're asking about, I think a certain amount of guesswork must be involved. That said, I would assume that many of the horned figurines of the Mediterranean are distantly related to the much older, horned imagery of Mesopotamia.
I recently dragged my notes out of storage from the time when I was a TA for an Ancient Near East survey course in order to give a lecture on the topic in the world history class I'm teaching. I can tell you that figures with horns are considered to be divine. For example, the first ruler to claim divine status in Mesopotamia was Naram-Sin (r. 2254-2218). He portrayed himself with horns to convey his divinity in his victory stele, which is now housed in the Louvre http://en.wikipedia.org/wiki/Naram-Sin_of_Akkad#mediaviewer/File:Stele_Naram_Sim_Louvre_Sb4.jpg.
Furthermore the imagery of Mesopotamia is known to have travelled outside of the region fairly early. The Narmer Pallette, which was made in honor of the Pharaoh Narmer (dynasty 0 sometime between 3200 and 3000 BCE) to celebrate the unification of Lower and Upper Egypt contains bull figures, and these weird apatasaurus (sp?) like creatures, which were almost certainly borrowed from Mesopotamia.
This finally brings us to Cyprus. We know that Cypriat art was heavily influenced by Egyptian art, as well as Levantine art (which was in turn within the cultural sphere of Mesopotamia). From there, it's not hard to surmise a number of cultural exchanges that would have brought such imagery to Sardinia. Unfortunately, I don't know the dates of the foundations of various Greek/Phoenician colonies in the Tyrrhenian to make any sort of definitive arguments. I would honestly suggest looking into Abulafia's The Great Sea (http://www.worldcat.org/title/great-sea-a-human-history-of-the-mediterranean/oclc/697264292&referer=brief_results) to start with. He's not an Ancient Historian, and often says some inflammatory stuff in the work (Charlemagne was an incestuous mass murderer) the work is very well cited and you could follow the footnotes to the sources you're interested in. Furthermore, Abulafia pays greater attention to the western Mediterranean throughout the book and is naturally interested in Corsica and Sardinia, so that leads me to think that you would find it useful.
Additionally, if you haven't looked into it yet, Kuhrt's two volume set on the ancient Near East contains a section on Cyprus and its relationship to Egypt and the Levant (http://www.worldcat.org/title/ancient-near-east-c-3000-330-bc/oclc/31606363&referer=brief_results). The professor for whom I was a TA'ed greatly respected the book and was pleased that I had actually read large sections of it before I began my work with her. Additionally, my friend who received his masters in Ancient Near Eastern history swears by the book as well.
My other source for this post, besides my TA experience is van der Mieroop's one volume survey text, http://www.worldcat.org/title/history-of-the-ancient-near-east-ca-3000-323-bc/oclc/64390584&referer=brief_results and the Oxford History of Ancient Egypt http://www.worldcat.org/title/oxford-history-of-ancient-egypt/oclc/44153976&referer=brief_results.
Sorry for basically suggesting sources rather than a hard answer, but I hope it helps.
