The Blue Grotto is a series of pristine, sea caverns on the Southern coast of Valletta, Malta, an archipelago, in the Mediterranean Sea, south of the island of Sicily, Italy. Malta's been ruled by almost all cultures and powers throughout history. In 1815, it became a British colony and remained so until 1964. St Paul was shipwrecked there and introduced Catholicism. There are three World Heritage Sites, including the seven megalithic temples It's also a favorite site for moviemakers.