Lake Garda, Italy and Grand Hotel Feltrinelli: Mussolini's last resort

Where to spend one's final days? Mussolini didn't really get a choice. Hitler decided that for him. Lake Garda it would be. The largest and warmest of the Italian lakes, right up in the north of Italy towards the Dolomites and close to Verona and Brescia, it is a most attractive place – somewhere one could happily spend one's sunset years.

Germans have come to Lake Garda since the early 19th century when grand hotels were developed on its western shore. Today, the narrow northern stretch, with its steep fjord-like banks, is perhaps the world's windsurfing capital. The south, with a Mediterranean feel, is overrun with tourists in the summer – at Sirmione, Desenzano and the horrid Gardaland – and is to be avoided at all costs.

In the middle of the lake, however, on the western shore, there is a 20-kilometre stretch from Salo to Gargnano, where all comes together in an enviable microclimate. And it is here, in late 1943, after the Allies had succeeded with their invasion of the south, that Mussolini, effectively on Hitler's instructions, established his government of the north – the Republica Sociale Italiana or RSI – commonly known as the Republic of Salo.

Today it is home to a couple of the grandest hotels in the world and, for those with slightly more constrained budgets, some very fine four-star ones, too. Top of the line is the Grand Hotel Feltrinelli in Gargnano. It was here that Mussolini and his family lived for the 600 days of the RSI. In 2001 luxury hotel genius Bob Burns launched what is now "number 4 in the world". Among the refined and tasteful appointments and the Michelin-star restaurant, there is today no sign of the 30 SS officers who "guarded" Mussolini from the villa's cellars; gone, too, are the anti-aircraft cannon from the roof. And if you have to ask how much a room costs you cannot afford one.

Down the road towards Salo, in Gardone, is the Villa Fiordaliso. It has but five impeccable rooms, one of which housed Mussolini's last mistress, Clara Petacci. When Donna Rachele Mussolini discovered this, she had the exquisite Clara removed to a house in the grounds of the nearby Il Vittoriale.

Il Vittoriale degli Italiani ("the shrine of Italian victories") is a living monument to the incredible Gabriele d'Annunzio. The complex is an unforgettable must-see. Born in 1863, d'Annunzio was a great Italian poet, compared in his time to Dante. He indulged in a lifestyle far beyond his means, left debts everywhere, seduced many women – mostly well-born – who, even when dumped, continued to adore him for the rest of their lives; he vulgarly documenting his conquests, was bankrupted, and for five years was exiled in France. Then, during the First World War, he became the great advocate of Italian intervention. He led raiding parties by sea and by air, harassing the Austrians who occupied cities on the Adriatic that nationalist Italians considered their own, and his bravery made him a middle-aged war hero. When the Paris Peace Conference did not give Italy all it wanted, d'Annunzio "liberated" the tiny Adriatic enclave of Fiume and established a regency there with himself as Duce. He was, in many ways, the godfather of Fascism.

In 1921, d'Annunzio retired to a villa high up behind Gardone and, financed by Mussolini from government accounts, gradually expanded and enhanced the place to what it is today. Set in a vast hillside, there is a residence ("the priory") and associated buildings; these are filled with books, animal skins, memorabilia, ornaments, multiple writing desks, bric-a-brac, military paraphernalia, uniforms and banners, stuffed animals, and artworks both original and copied. Carefully-inscribed quotations from the master appear over doorways and entrances throughout the complex. It seems to be the size of twenty Sir John Soane museums! Laid out in eerily dark rooms with stained-glass windows and choreographed by the extravagant self-indulgent egomaniac, the building and its contents are truly bizarre. Yet it is still, strangely, largely tasteful. Outside, in the cypress-strewn hillside, the gardens give over to a huge amphitheatre for concerts, a reassembled battleship (yes), d'Annunzio's own anti-submarine vessel, and (of course) a mausoleum at the very top of the property – from which one can enjoy a panorama of the lake.