Romeo & Juliet is also set in Verona. Mr Shakespeare liked Italy for some reason.
Indeed. The following plays are set wholly or partially in Italy.
Merchant of Venice
Romeo and Juliet
Much Ado about Nothing
Taming of the Shrew
Cymbeline
Othello
A Winter's Tale
Two Gentlemen of Verona
All's Well That Ends Well
and this doesn't include the Roman plays: Julius Caesar, Coriolanus, Antony and Cleopatra, Titus Andronicus
Nor does it include The Tempest with its Italian characters shifted to an unknown island