Twain writes of going to a town called Annunciation prior to his climbing Mt. Vesuvius. Torre Annunziata is the only locale I can find nearby Naples that fit his description.

Torre Annunziata is a city and comune in the province of Naples, region of Campania in Italy. It is located on the Gulf of Naples at the foot of Mt. Vesuvius.

http://en.wikipedia.org/wiki/Torre_Annunziata