Not only are the Dolamites a vision of wondrous beauty, they were a dividing point between the Austro-Hungarian & Italian forces during WWI. This is a great place for history & war buffs as well as being a UNESCO World Heritage Site.
Could this be more picturesque? Created by volcanic eruptions, this nearby island has figured prominently in films like Il Postino and The Talented Mr. Ripley. At one point the king of Spain turned the whole place into a giant game reserve.