Aunt Jane's Nieces Abroad by Edith van Dyne
In this second book of the series, the three cousins and their Uncle John go to Italy, arriving at Naples just as Mt. Vesuvius erupts. Then, they visit Sicily, where brigands kidnap Uncle John, an incident the author claims is based on true events. Contains interesting details about early 20th century Italy. Edith van Dyne is a pseudonym for L. Frank Baum, the creator of The Wizard of Oz.