Built in the 18th century, restored in the 20th, and perfected when the property took on the Relais & Châteaux banner in 2009, Zannos Melathron offers the storybook experience of sleeping in a Cycladic cave-style manor house. The adventure begins when guests arrive at Pyrgos village to find that the hotel—sprawled on a bluff just above the medieval town center—is inaccessible to cars; donkeys await nearby if you find the narrow stair-step streets too steep. Then, there are the romantic rooms: 13 vaulted suites carved into the cliff, with taupe stucco walls, cool clay-tile floors, antique furnishings (including 18th-century curios and period side tables), and cozy bathrooms clad in local marble. Each bears the name of a relative of the hotel’s namesake, Captain Zannos, and a unique backstory—but you’ll have to finish check-in before the staff will let you in on these family secrets. Less mysterious but more delicious is the daily breakfast: Greek yogurt, fruit, and house-baked bread served in the hotel’s sunny courtyards, with the jaw-dropping views of the Aegean Sea and farm-dotted island.