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The Río Tinto (Red River) Mines, the world’s oldest, have been exploited as a source of mineral wealth for some 5,000 years, and the gradual stripping away of the rich ore has left a weird moonscape shot through with coloured fissures. A museum details the mines’ history.

Deserted most of the year except for the handful of residents – who still customarily get around on horseback – this town fills up to overflowing with as many as one million pilgrims during the annual Romería (see El Rocío’s Romería). It’s worth a visit at any time, however, to take in its wonderful Wild West-style architecture, as well as to book a tour of the nearby Coto de Doñana nature reserve (see Parque Nacional Coto de Doñana).

The fact that this town resembles an Old West frontier outpost is no accident. The Spaniards who settled what are now the states of Texas, New Mexico and Arizona mostly came from this part of Spain and took their architectural style with them. Horses are still a normal way to get around here – hence the hitching posts. The place bursts into life during the annual Romería, one of Spain’s largest festivals (see El Rocío’s Romería).

This gargantuan chunk of limestone rising up from the Mediterranean was one of the mythic Pillars of Hercules. Yet, despite being nicknamed “The Rock”, as a worldwide symbol of stability and security, this fortress is actually a serious political football these days. Taken by the English in 1704 as part of the War of the Spanish Succession, today it is still very much a part of the British ethos, and only grudgingly do the Spaniards who live around it even acknowledge its existence. The Spanish government meanwhile most definitely wants it back. Legend has it that Britain will retain sovereignty of the rock as long as its most famous residents, the wild Barbary apes, remain, but their increasing number does not prevent on-going diplomatic arguments. Still, if you’re homesick for Englishness, cross over the frontier at La Línea to enjoy some fish and chips or a pint of ale.

A guided tour of these marvellous caves – Spain’s largest – will wind through beautiful chambers with naturally coloured formations and names such as the Hut, Organ, Cathedral, Quail and Twins. The last room is a notorious crowd-pleaser – the Sala de los Culos (Chamber of the Buttocks). In addition to the twelve caverns, there are also six underground lakes, which create stunning visual effects. The “Great Lake” lies under a 70 m (230 ft) high vaulted ceiling.

This ancient town is famous for its cave dwellings, inhabited for centuries. They were developed after the reconquista by local Moors who had been cast out of society by the Christians. The Barrio de las Cuevas is a surreal zone of brown hills with rounded whitewashed chimneys sprouting up here and there. To learn more, visit the Cueva-Museo or instead stay in a cave hotel (see Cuevas Pedro Antonio de Alarcón, Guadix).

Founded by the Phoenicians, Huelva was at its peak under the Romans – the Museo Provincial conserves remarkable archaeological finds. The city’s other claim to fame is as the starting point of Columbus’s epic voyage (see Discovery of America). Huelva was the first port for New World trade, until Seville took over.

This amusement park occupies part of what was Expo ’92. One of its themes is to recreate the exploits of the explorers who set out from Seville on voyages of discovery in the 16th century – rides have names such as Jaguar, Anaconda and Orinoco.