A quick search at the free site FamilySearch.org (his name being somewhat uncommon) yielded these:
"United States, World War II Draft Registration Cards, 1942," index and images, FamilySearch (https://familysearch.org/pal:/MM9.1.1/X5WJ-ZQ3 : accessed 28 Dec 2012), Lancelot V Pezza, 1942; citing NARA microfilm publications M1939, M1936, and M1937; FHL microfilm 1148870.
"West Virginia, Marriages, 1853-1970," index, FamilySearch (https://familysearch.org/pal:/MM9.1.1/F1SK-8YM : accessed 28 Dec 2012), Lancelot V. Pezza and Elizabeth Peeler Hukill, 10 Nov 1919.
"United States Census, 1940," index and images, FamilySearch (https://familysearch.org/pal:/MM9.1.1/KWFZ-7H7 : accessed 28 Dec 2012), Lancelot Pezza, Ward 4, Steubenville City, Steubenville City, Jefferson, Ohio, United States; citing enumeration district (ED) 41-53, sheet 3B, family 70, NARA digital publication T627, roll 3091.
There are many, many more records at the FamilySearch.org site - I'm not certain that the three I've listed above are the person you are looking for (always helps to have the location tied to the dates) but this one was born in NY, married in West Virginia, and lived in Stuebenville, Ohio.
I hope this helps you, and you'll find that the FamilySearch site a good starting point at which to find orginal documents and information for free.
Good luck to you.