Travel 10 of the Most Magical Beaches in Europe 4. Cala Mariolu Baunei, Italy: This lovely beach is located on the island of Sardinia and it is full of small smooth white pebbles worn smooth by the ocean. There are no facilities here but it is a great place to snorkel, or scuba dive. Cala Mariolu Baunei, Italy 1 2 3 4 5 6 7 8 9 10 Amazing Places You Won’t Believe are in the UK The 10 Most Beautiful Sights in Italy