Midway's Villa Roma was born from the merger of two businesses that operated side by side, Midway Market Deli and Villa Roma Pizzeria. MidWay Deli is a well known place in New Windsor, NY. Opened more than 60 years ago, since 2016 it was bought by its current owners who also owned the neighboring business Villa Roma Pizzeria.
In 2020, a merger of both establishments began, including La Pizza and Italian food at Villa Roma in a single location, with Sandwiches and Breakfast at Midway Market Deli. The place was remodeled to include a Bar to consume Wine and Beer, and a patio to eat outdoors.