from what I have read there is no clear idea on how the mafia original started out as the organised crime we know of but it said they appeared in the 1800s in Sicily. I can only gives sources that might help.

Sicilian Mafia or as they refereed in Italian Cossa Nostra translating to (Our Thing) http://en.wikipedia.org/wiki/Sicilian_Mafia

there is book titled Cosa Nostra by John Dickie that studies the history of Sicilian Mafia back where its possibly origins, I recommend you to check it since I read it though I don't know about other books on the topic. https://books.google.com.sa/books?id=T4hvyB1aN4wC&printsec=frontcover&dq=cosa+nostra+book+john+dickie&hl=en&sa=X&ei=gxrIVPfCCoGzUuOZhPAB&ved=0CB0Q6AEwAA#v=onepage&q=cosa%20nostra%20book%20john%20dickie&f=false

not sure if this counts as source but the FBI has info on the mafia http://www.fbi.gov/about-us/investigate/organizedcrime/italian_mafia