THE top of the Spanish Steps in Rome is as good a place as any to appreciate the strangeness of Europe, for it is perhaps the only place from which to survey three sovereign entities. Most of the view is, of course, in Italy. But in the distance is the dome of St Peter’s in the Vatican, a separate city-state. And, just below, a large red-and-white flag billowing above Rome’s glitziest shopping area signals the presence of the Sovereign Military Hospitaller Order of Saint John of Jerusalem, of Rhodes and of Malta. Some of the buildings built are said to be up to no good.