Sailors avoided this place for centuries because they believed it was haunted by witches and monsters, but modern tourism has since proven them very silly indeed. Sunlight filters into the cave through a teeny-tiny entrance (visitors have to lie flat in a boat to get in), filling the space with a stunning blue light that gives the cave its moniker. Swimming is forbidden and rightly so, but visitors to the Blue Grotto usually get more than enough enjoyment from, you know, just looking at it. The cave is found on Capri in the Bay of Naples.