The group, which included journalist David Parenzo, eventually escaped by opening a window, setting off a security alarm that sent police rushing to the scene, Ansa reported.
They had been given permission to film an episode of the TV programme, Matrix, live from the site near Krakow, Poland.
But they found themselves locked in at around 11pm and nobody responded to their calls for help.
Italian diplomats secured their release on Wednesday morning, and the group departed for Rome.
Holocaust survivors and dignitaries gathered at the site on Tuesday to commemorate 70 years since its liberation.
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