Room in Rome

Alba (Elena Anaya), a 30-something Spanish tourist in Rome, brings a younger Russian woman Natasha (Natasha Yarovenko) to her hotel room during their last night of vacation in Rome. The details of how they met in a club are left vague. Natasha is at first quite reluctant, insisting she's straight, but the clearly more experienced Alba handles deftly around Natasha's hesitance. Flattered and tempted by Alba, Natasha responds to her sexual advances, but continues to maintain that she is straight and has never had sex with a woman. Alba counters by claiming that she is a lesbian and has never had sex with a man.
Alba and Natasha first get undressed and into bed, but Natasha is still very nervous. Alba suggests that they first lay side by side and only casually touch each other's faces. They do so until Alba becomes so relaxed that she falls asleep. Natasha quietly gets out of bed, gets dressed and leaves the room, wondering what would have happened if she stayed and consummated her curiosity and attraction to Alba. In her rush to leave, Natasha leaves her cell phone behind, and the ring-tone wakes up Alba. Natasha soon returns and asks Alba for her cell phone, but is reluctant to enter the room again. When a passing night-shift waiter named Max passes by, Alba grabs Natasha and takes her back into the room. While talking about the location of Natasha's hotel and looking at an old map of Rome from the 1st century, Alba continues to flirt with Natasha with her naked body. Natasha soon succumbs to her attraction and curiosity towards Alba, leading her to quickly get undressed once again and into bed where she and Alba have sex for the first time.
Over the next 10 hours, Alba and Natasha grow closer to each other as Natasha becomes more relaxed and comfortable around Alba with their lovemaking. Alba and Natasha share stories, periodically stopping to illustrate their points with pictures on the Internet, talk about the artwork in the hotel room, and explore each other's nude bodies through sex. Alba first tells a story about how her mother abandoned her when she was a little girl and she ended up as the kept woman of a wealthy Arab in Saudi Arabia, while Natasha later shares a story of her abusive father and her twin sister's career as an art historian.
Eventually, the two women tell each other the truth. Natasha reveals that her real name is Dasha that she is actually a professional tennis player on vacation and is to be married the following week in Russia to a man. Natasha's twin sister, Sasha, a model and career actress, phones her at least twice during the film to ask of her whereabouts and wedding plans. Alba then reveals that she is an actually a mechanical engineer/inventor in Rome on business and she lives with a woman in San Sebastian, Spain. Alba shows Natasha a video of herself and her life partner, named Edurne, who has two small children, a little boy and girl, and whom are of Basque origin. Alba also says that the little boy died recently in a drowning accident.
Natasha and Alba have breakfast together at dawn, which is served by the cheerful room service waiter, Max. They discuss abandoning their partners and living together in Rome, but both seem to realize that this is not possible. While Alba tells Natasha that she feels she is falling in love with her, Natasha gets more defensive and insists that her attraction to Alba only stems from attraction and curiosity towards the same sex, but not through love. The two lovers eventually decide to part ways, returning to their previous lives in Russia and Spain and let the passionate night they shared remain a secret between them. In the final shot, after leaving the hotel and walking away from each other, Natasha calls out to Alba and runs towards her to show off her sprint running skills, leaving their parting ambiguous to if they will ever meet again.

Question: Where is Alba Vacationing at?
Answer: Rome