Matera

The Sassi of Matera, declared World Heritage by the UNESCO in 1993, are a mixture of alleys and staircases, caves and luxury buildings, rock-hewn churches with frescoes and old houses excavated in the rock.        
You feel as you were in a Christmas crib and lived in an ancient era.  
That is the reason why several great artists, like Pier Paolo Pasolini and Mel Gibson, chose Matera as natural framework to shoot their movies.