There are strong differences even within the same company for different offices.
In Italy for example some core sectors are:
- McKinsey: Financial institutions
- BCG: Industrial goods
- Bain: PE, Luxury goods
But again, this is office-specific. Plus, in some countries, some MBB are not that strong (eg Bain in Russia and the Middle East).
If you can share the office you are targeting and/or your target sectors, it will make it easier to provide suggestions.