He did them for Rome's "French" Church, San Luigi dei Francesi, close to the Piazza Navona, circa 1600.

WSJ: The Calling of St. Matthew | A Dramatic Enlightenment | Masterpiece by Willard Spiegelman

But Rome's Piazza Navona certainly gives it a run for its money in any contest for the World's Greatest Public Space.

WSJ: Rome's Piazza Navona: Perfection, Squared | Masterpiece by Willard Spiegelman

It will be on display in Rome's Palazzo Braschi, overlooking Piazza Navona, until mid July, when it will be returned to Sicily.

BBC: Restored Caravaggio's Lazarus is shown in Rome

At Piazza Navona there is activity from morning to night.

WSJ: Rome's Piazza Navona: Perfection, Squared | Masterpiece by Willard Spiegelman

From here it is a two-minute stroll to Piazza Navona, a square as big as a stadium (it was in fact built on the former Domitian's stadium, which dated from 86AD), and crowned by the Bernini's fantastical Baroque fountains, complete with rearing horses, muscular gods, and palm trees.

BBC: A perfect day in Rome