The Blue Lagoon itself needs no introduction, but staying here is something else entirely. Built into an 800-year-old lava field on the Reykjanes Peninsula, The Retreat has its own private geothermal lagoon, a subterranean spa carved into volcanic rock, and a Michelin-starred restaurant. Floor-to-ceiling windows look out over milky blue water and ancient moss. Breakfast is included, afternoon Icelandic coffee arrives by the lounge fire, and some guests surface only briefly from their robes. Keflavík airport is 20 minutes away, which makes it an easy addition to almost any Iceland itinerary.