Active volcanoes are thrilling, and the aptly named Vulcano, an Aeolian Island that’s separated from Lipari by a small strait, delivers with sulfurous odor emanating from its fumaroles. For the fit, a trek up the 499-meter-high (1,639-foot) Gran Cratere offers an even greater thrill. In the ocean all around the island, there are impressive sea stacks and grottoes. Thermal baths and the Spiaggia di Sabbia Nera (Black Sand Beach) is a popular day-trip, followed by a fish lunch on the waterfront in Porto di Levante.