Bagno Vignoni, just 4 kilometres south of San Quirico d'Orcia, is one of the strangest and most beautiful villages in Italy. The main square is occupied not by a church or a fountain but by a steaming thermal pool, built by the Medici in the 1400s and fed by underground springs that have been hot since Roman times. Lorenzo the Magnificent took the waters here. So did Saint Catherine of Siena.
The village is tiny — a handful of streets, a few restaurants, and the pool. Below the old walls, the Parco dei Mulini preserves the remains of mills that ran on the thermal waters for centuries; you can walk down to the stream and see the old millrace and stone channels, with hot water still bubbling up from the ground and mist rising in the morning cold. Bring your swimming kit: there are legal thermal pools at the edge of the village where you can soak for free.