The patron saint of Malfa is Saint Lawrence, celebrated on 10 August, in the church of San Lorenzo Martire.
The town, on the island of Salina, in the Aeolian Islands, also preserves the church of Sant'Anna, that of the Immacolata, and that of Sant'Onofrio Anacoreta, in the hamlet of Pollara. At Palazzo Marchetti is housed the Aeolian Emigration Museum, which tells the story of the islanders who, over the centuries, left Salina and the other Aeolian Islands in search of fortune elsewhere.