It is bordered by southern Italy like Calabria , Sicily and the Salento peninsula to the west , and by southwestern Albania , like Saranda and Himara , and a large number of Greek islands , like Corfu , Zante , Kephalonia , Ithaka , and Lefkas to the east . It is bounded by southern Italy including Calabria , Sicily and the Salento peninsula to the west , southern Albania to the north , and a large number of Greek islands , including Corfu , Zante , Kephalonia , Ithaka , and Lefkas to the east .