Beautiful location in Rome
This scene is beautifully located near Piazza Navona in Rome.
http://www.youtube.com/watch?v=2K9ITVGRJA4&NR=1
The youtube link doesn't work in 2023.
Was the first story in Naples?
I recognized the Cathedral in Milan in the second story. I haven't seen many films shot in Milan - I didn't know there was a canal/river there.
The third story was Rome, there were a couple of aerial shots of Piazza Navona.