Created thousands of years ago when two limestone caves collapsed, this natural rock formation is quite possibly the number one tourist attraction in all of Malta—and for good reason. Depending on the time of day you visit and from which angle you’re viewing it from, the water twinkles different shades of blue. Located on the island of Gozo, lots of people visit for sunset since it faces west, but keep in mind the water will be more navy than azure because of the light at this time of day. Visiting the site itself is free, though there’s a cove nearby where small boats can be hired for a €5 ride through the narrow caves and up to the window itself. Your captain may even take you under the rock if the tide and sea conditions cooperate. Whether up close in a boat, or a standing on one of the nearby cliffs, it’ll be clear why this mesmerizing wonder appears in various films and TV series, most notably (and recently), "Game of Thrones." It was the site of Daenerys and Khal Drogo’s wedding in the first episode of season one. It’s also a magnificent diving location, known for its presence of shoe lobsters and large grouper, along with flat sponges and colorful algae. Swimming through the shadow of the arch from underwater is a magical experience.