"Winding steps to Amoudi Bay Put on some comfortable shoes and get a serious leg workout on the 350 steps that connect the cliffside town of Oia to the port at the base of Amoudi Bay. Visitors can grab a drink or calamari at one of the tavernas while watching fishing boats bring in fresh catches. There is a small dirt path that leads around the bend to a beautiful rocky, swimming spot that some fans may recognize from the movie, "The Sisterhood of the Traveling Pants."