I made an application to Italy for vacation and was denied. What can I do?

THey can do that... they don't have to issue VISAs to anyone.. even for a vacation.

Who denied you, Italy, the travel agency, your employer, or someone else?

I'm assuming the Italian Government.

They turn down MANY requests from certain countries due to the excessive number of people from those countries that come and never leave when the VISA expires.

THey have an serious problem with illegals there right now and have been clamping down.

That's one country I have an intimate knowledge of.

You must prove you have strong ties to your home country, plus you have enough funds for the trip.

The question said, vacation, not VISA so I am not sure what the poster is asking.

If the visa was denied, normally there is a reason given.

Fr_Chuck... for many countries you need a VISA even to visit on vacation... unless there is some reciprocity agreement between the two countries. Based on his username , I'm guessing he's NOT in the European Union, or one of the fairly few countries Italy has a reciprocity agreement with.