In the Borromean islands, on Lago Maggiore in northern Italy

 "'Lost' is about a bunch of people stranded on an island. It's compelling, but kind of tiny. But what sustains you are the characters." -- Carlton Cuse

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(on Lago Maggiore in northern Italy) On the south side of the Alps, Lake Maggiore is the second largest lake in Italy. Since the climate is mild year-round, the area is filled with Mediterranean vegetation and exotic plants. (Lake Maggiore was featured in Ernest Hemingway's infamous novel, A Farewell to Arms, when the protagonist and his lover must row across the lake, to escape the Italian Carabinieri.) Lake Maggiore is bisected by the border between Lombardy (east) and Piedmont (west). Its northern end is in the Swiss canton of Ticino. The lake is traversed from north to south by the Ticino River, and its other principal tributaries are the Maggia from the north, the Toce from the west, and the short Tresa from Lake Lugano on the east. Off the western shore are the famous Borromean Islands, geologic continuations of the Pallanza Promontory. (Lake Maggiore is known for its warm, mild climate.)
+The Borromean islands are a group of lake islands just off the shore from Stresa, a town on the western shore of Lake Maggiore (in a broad gulf on this shore, a bit separated from the main lake). Three of the islands can be explored, and they are quite popular with visitors because of their pretty villages, villas, and gardens. The three that can be visited are Isola Bella, Isola Madre, and Isola dei Pescatori (another one, Isola San Giovanni, is not open to the public). Featured here, is the most popular of the islands with visitors, Isola Bella ("Beautiful Island"), where you can see the grand baroque style villa and gardens of the 17th century Palazzo Borromeo and a charming little village with narrow cobbled streets winding between ancient houses. Until 1632 the island was just a rocky crag occupied by a tiny fishing village; in that year Carlo III (of the influential House of Borromeo) began the construction of a palazzo dedicated to his wife, Isabella D'Adda, from whom the island takes its name. He entrusted the works to the Milanese Angelo Crivelli, who was also to be responsible for the planning the gardens. (The works were interrupted around midcentury when the Duchy of Milan was struck by a devastating outbreak of the plague.) Construction resumed when the island passed to Carlo’s sons, Cardinal Giberto III and Vitaliano VI; the latter in particular, with the financial backing of his elder brother, entrusted the completion of the works to the Milanese architect Carlo Fontana -- and turned the villa into a place of sumptuous parties and theatrical events for the nobility of Europe. (The completion of the gardens, which were inaugurated in 1671, was left to his nephew Carlo IV.)