The Royal Palace of Naples is located in central Naples, southern Italy.  

It was one of the four residences near Naples used by the Bourbon Kings during their rule of the Kingdom of Two Sicilies (1730-1860): the others were the palaces of Caserta, Capodimonte overlooking Naples, and the third Portici, on the slopes of Vesuvius. http://en.wikipedia.org/wiki/Royal_Palace_of_Naples