Sardinia - Arzachena - Italy. Arzachena (Gallurese: Alzachèna, Sardinian: Altzaghèna) is a town in the province of Olbia-Tempio, Sardinia, Italy. Arzachena is very close to the famous "Costa Smeralda" tourist area, and it is the administrative capital of the "Costa Smeralda" tourist area.