There is the quarry where the Athenian prisoners were held. I didn't have time to see that one, although I did see one of the other quarries in Siracusa. I only spent one night in Siracusa, but I suspect that there are probably some bits of wall from the Athenian siege. But I'm not positive.
I only talked a little history with the locals and the Athenians never came up. I think that Sicily probably has more history than any other place on earth. If you want to take over the world, you usually start with Sicily. The list of inhabitants is long: native peoples, Carthaginians, Greeks, Romans, Vandals, Goths, Byzantines, Arabs, Normans, Germans (ie Frederick II), Spaniards. Typically, it would take a century to subdue the island and one could hold it for another century; the Romans and Spaniards held it somewhat longer. Given that this history is so wrapped up with European history as a whole, I suspect that your typical Sicilian has little knowledge of the details, but probably has some sense of the scope.
I can't get my mind around the counterfactual of what would have happened if Athens had won at Siracusa. I think that an easier argument could be made that history would have been much different if the Romans had lost to the Carthaginians in the First Punic War. That war was the first time Rome acquired territory outside the Italian peninsula, ie Sicily, and thus set it on its hegemonic course. It was decided in the seas around the island, but also in the harbours and on the hills in Western Sicily. And it was much much closer than Athens vs. Siracusa, dragging out for twenty years rather than just one or two.