Kleftiko BeachLocals claim there are 75 beaches on volcanic Milos, ranging from brilliant white to black, red, and gray. Hidden fjords, hot springs, and underwater caves make a stunning setting for kayaking, scuba diving, and sailing. The otherworldly coastline is also a refuge for monk seals. If you’re lucky, you might spot some as you swim through Kleftiko, a series of white rock formations eroded by the piercingly blue sea. Pirates used to lurk in the caves, waiting to capsize ships. A round-the-island boat trip includes a swim through Sikia Cave, where sunbeams bounce off the cobalt water and mineral deposits cause rainbows to ripple across the rocks.