Unless they did some clever trick photography, I could have sworn some scenes were filmed in Italy. The funny thing is, the Filming Locations entry in IMDB only mentions locations in California. ???
Im in Italy at the moment but unfortunately my work is only in the Northern part of the country and I won't get to see Amalfi, Naples this time around.
Anyways, I loved the Italian sequences in this film. I don't know if the locations are the same as the ones that Lewis John Carlino uses in the novel which uses the Excelsior Hotel as the location for where Arthur Bishop and Steve McKenna stayed for their Italian involvement. It is indeed a real hotel, in fact a friend of mine stayed there on a vacation last year and says its quite remarkable.
I hope next time I come to Italy that Naples will be on my work itenerary and I too may stand where Bronson has...