The continent of Europe lies due north of Italy and Greece. Italy and Greece are actually part of that rather large continent.The continent due north of Italy and Greece is Africa
Africa.
Africa
Africa is due south of Italy and Greece, across the Mediterranean Sea
The continent south of North America is South America.
Africa
Africa
Due north for most of Egypt is Asia (specifically Anatolia). However, the far west parts of Egypt are in line with Greece which would also make Europe an answer.
travelling due south from Italy - you would reach the continent of Africa.... specifically the country of Libya.
europe
Europe and Asia are both north of Egypt.
south america