Abruzzo borders the region of Marche to the north, Lazio to the west and south-west, Molise to the south-east, and the Adriatic Sea to the east.Geographically, Abruzzo is divided into a mountainous area to the west, which includes the Gran Sasso D'italia, and a coastal area to the east with beaches on the Adriatic sea.bruzzo holds many of Italy's best-preserved medieval and Renaissance hill towns that rival those in Umbria and Tuscany. Abruzzo boasts indeed twenty of The most beautiful villages in Italy, 2nd only to Umbria which has 22.