When Bayne returned to Naples in May 1864, he started a three month tour of Italy. He made a trip to Pompeii, then travelled north to Rome. He spent almost a month there, making measured architectural drawings of Classical, Renaissance, and Baroque structures. He also sketched a number of panoramic views of the city, such as this drawing of the Palace of the Caesars from Mons Janiculus. Because these show sites before they were changed by archaeological excavations, they are important records of the Rome in 1865.

Bayne travelled north to sketch buildings and details, such as the Campanile details from Florence. The collection includes drawings from other northern cities such as Venice, Modena, Pisa, and Assissi. A few sketches remain from Bayne's journey through Germany, probably made on his return to England from Italy.