There was an AMEX office in Venice (in Piazza San Marco) but it is now closed (from February 2009).
That was the only AMEX office in Venice.
But using AMEX search will help you find some banks and Travelex offices, that will exchange travelers checks, if this is what you need.
Travelex Riva del Ferro 5126 Rialto Bridge Venezia, VE 30124 Travelex Piazza San Marco 142 Venezia, VE 30124 UniCredit San Marco – Campo San Luca, 4586 Venezia, 30124