As far as the Italian colonies are concerned, no, this did not happen - also because of the Racial Laws of 1938, despite their enforcement being quite problematic in East Africa (Libya was under tighter control than the other colonies, since it was to Italy what Algeria was for the French - sort of a metropolitan possession, albeit not to the same degree).

Therefore, sexual relations between persons of different ethnic backgrounds definitely weren't uncommon in the East African colonies (and, to a certain degree, Libya) but they were more like what we would consider today as concubinage; after the war, some of the colonists that had chosen to stay eventually intermarried with the locals.

As for the nobility itself, Italian families were - I'm trying to answer at the best of my knowledge - quite conscious of their status and certainly wouldn't have allowed such unions to take place, given that time's standards. Hell, even marriage among people of different societal classes was frowned upon, so such a thing would've been unlikely.

Spanish men certainly intermarried with native women in the New World, in Florida, Mexico/Central America, and in the Andes. They were not necessarily nobility, although they may have had a higher social status for being born in Iberia and/or owning an hacienda or having other material wealth. Not the same as being noble born though. Likewise, while Maya and Nahua nobility (among others) definitely intermarried with Spanish administrators in the colonies, most native societies didn't have an analogous concept of nobility to Europeans. That said, you do generally get women of high status in their indigenous society marrying men of generally high status in Spanish society.

Also important to keep in mind the gender aspect of this this gets wrapped up in racial ideas. A European woman marrying a Native American or African would be degrading or lower her social status generally, but the same is not necessarily true of a European man marrying a Native woman. I doubt the Spanish king could have gotten away with marrying a non-European, but for most of society it wasn't a problem.

In summary, you get this lovely combination of misogny and racism that creates certain conditions where intermarriage is acceptable. One note though, I do hesitate to call it racism in the sense we understand it today, especially when talking about 16th century Spanish colonialism. They certainly had ideas about race that are embryonic to later colonial racism, but it we can't really interpret it exactly the same.

Kathleen Deagan and Bonnie McEwan are probably the best sources for talking about this in Spanish La Florida and the Carribean. She has several good articles talking about intermarriage.

In order with most relevant and best summary at the top. The last one is free to read.

• Mestizaje in Colonial St. Augustine

• Archaeology of Women in the Spanish New World

• Archaeology of Spanish-Indian Relations at a Florida Mission

• Multi-Cultural Encounter in Colonial Florida and the Carribean