Mainly the Sierra region. There you can go to "Callejon de Huaylas" in Huaraz (capital of the department of Ancash). You have many options like trekking, mountaineering, biking, paragliding, canoeing, etc.
And of course Cusco is a MUST for adventure tourism. Do some research on internet and you'll see.
p.g.l. almost 8 years ago