SETENIL DE LAS BODEGAS – The Spanish town living under a rock Setenil de las Bodegas is a town in Spain is literally built beneath giant rocks. In Setenil de las Bodegas, enormous stone overhangs stretch above streets, cafés, and homes, making it look like the cliff itself swallowed the town whole. Some buildings are carved directly into the gorge, while others sit tucked beneath massive slabs of rock that naturally provide shade and shelter.