Update:

The Azure Window has collapsed in the early hours of March 8 in 2017 during a heavy storm. When locals went to check during the day, there was very little left of it.

This is likely to be the last video taken of the arch intact:

Azure Window collapsed

Locals took footage of the cliffs after the arch has completely disappeared:

Azure Window collapsed

The Azure Window was a remarkable rock formation off the Maltese coast. Weather and water had created a hole in the rock that was an beautiful feature of the cliffs, especially surrounded by the bright blue water. Unfortunately, not much of it remains.

You can easily walk to where the arch stood, there are many fossils (such as sea stars) in the rocks below, and you can swim in a protected rock pool nearby, but be prepared to clamber across some sharp rocks.

The hole of the Azure Window had been getting bigger in recent years, so it was imminent that one day it would fall down. Once upon a time you could walk across it, but that was a few years ago.

How do I get there?
The Azure Window was located in Dwejra Bay on the island of Gozo.