Sicily is an island off the coast of Italy. It was a region of intense military action throughout World War II. Sgt. Rock once led Easy Company on a mission there and had a standoff with Nazi soldiers at the Temple of Jupiter. During the battle, Easy Company's chaplain, Father Kelly, was killed while saving the other men in his unit.  Also during this time, the Creature Commandos came to Sicily where they encountered Inferna, Goddess of the Flame and daughter of the God Pluto. Although Inferna proved adversarial at first, Commando Myrra Rhodes convinced her to leave them alone, and she disappeared from Sicily, returning to the Netherworld. .
Sicily is also known as the birth place of the Bertinelli crime family. In modern years, one of the Bertinelli daughters, Helena, rebelled against her family's legacy and became the nocturnal vigilante known as the Huntress. 
In Wildstorm Universe continuity, Sicily was the base of operations of the Spirit of Murder Rose Tattoo. She left Sicily at the behest of Henry Bendix who invited her to join his Stormwatch unit.