10 most beautiful and Underrated Cities in Europe. 10. Heidelberg, Germany Located in the valley of the Odenwald Mountains and on the banks of the River Neckar, Heidelberg is a picturesque and romantic German city. Heidelberg Castle is the most notable landmark in the city. The city is also known for its historic “old town,” the Philosopher’s Walk up the nearby mountains, many historic churches and the University of Heidelberg.