Having rejected Paris, he took to Rome immediately. Evidently he felt an affinity for Italy and its people- one of his closest friends was the great actress Anna Magnani, and his life partner was the Sicilian-American Frank Merlo. He set his novella The Roman spring of Mrs. Stone in the city. Interesting article with tips for visitors. Unfortunately it furthers the myth that fettuccine Alfredo is part of the Italian culinary tradition, and erroneously states that this unfortunate creation has "attained global renown."
Check it out.