Aeolian Islands Italy. Cities and Places in Aeolian Islands. Lipari, Vulcano, Panarea, Stromboli, Salina, Alicudi and Filicudi. Rising out of the cobalt-blue seas off Sicily's northeastern coast, the Unesco-protected Aeolian Islands (Vulcano, Lipari, Salina, Panarea, Stromboli, Filicudi and Alicudi) are a little piece of paradise, a magical outdoor playground offering thrills and spills at every turn. Stunning waters provide sport for swimmers, sailors...