Walk up from the Roman theatre through the double enclosure and count the gates you pass through

Find the Roman marble and columns reused in the Muslim building, taken from the theatre downhill

Work out Torres Balbás's comparison and why he reached for a Crusader castle in Syria for a parallel

Walk the Coracha up to Gibralfaro, the corridor that linked fortress and castle

Stand at one point and see Roman theatre, Islamic fortress and Renaissance palace at the same time

Leopoldo Torres Balbás, who restored it, called the Alcazaba of Málaga the prototype of 11th-century taifa military architecture — a double walled enclosure with an extraordinary density of fortification, whose only real parallel he thought was the Crac des Chevaliers in Syria. It stands on the slope of Gibralfaro, joined to the castle above by a walled corridor called the Coracha, on top of an earlier Phoenician-Punic fortification. Some historians say Badis ben Habus built it, robbing marble, columns and statues from the Roman theatre immediately below — a theatre you can now see from the same spot.

The Alcazaba of Málaga: A Taifa Fortress on a Roman Theatre

Walk the green or yellow route through the rock corridors and stacked plates

Work out the two processes that made it: frost wedging, and rainwater dissolving different limestones at different rates

Find fossils in the rock — this was the floor of a Jurassic sea

Look for Spanish ibex, which are common here and largely unbothered by walkers

Work out its place in the World Heritage Site: El Romeral tholos was deliberately aligned on this mountain

The Torcal is Jurassic seabed — oolitic, brecciated and clastic limestones laid down between 201 and 145 million years ago, lifted and then worked on by two processes: frost splitting the rock as absorbed water freezes, and rainwater carrying atmospheric CO2 dissolving the different limestones at different rates. The result is a karst landscape of stacked plates and towers that looks stage-built. It was recognised in 1929 as the first protected natural area in Andalusia of national interest, and is now part of the Antequera World Heritage Site.

El Torcal: Limestone Eroded Into Stacks

Go into Menga and sight down the corridor at the Peña de los Enamorados, which is what it points at

Work out how unusual that is: 99.99% of Mediterranean dolmens are oriented on the sky, and this one is not

Go into the Viera dolmen next door, which is oriented on equinox sunrise like everything else

Go to the tholos of El Romeral and work out its double alignment — the Torcal, and the winter solstice midday sun

Find the intermediate pillars inside Menga, a solution used nowhere else, holding up capstones at the limit of what the type could carry

Michael Hoskin found that 99.99% of dolmens around the Mediterranean are oriented on the sky — usually sunrise at the equinoxes, as the Viera dolmen here is. Menga is not. Menga is aligned on the anthropomorphic profile of the Peña de los Enamorados, and specifically on the Matacabras shelter on it, where there is rock painting. El Romeral is aligned on the Torcal, where the Cueva del Toro is, and on the midday sun at the winter solstice. UNESCO listed all four elements — two dolmens, a tholos and two mountains — in 2016.

The Antequera Dolmens: Megaliths Aligned on a Mountain

Walk the Caminito del Rey, 2.9km of walkway pinned to the walls of the gorge more than 100m above the river, reopened on 29 March 2015 after a €9 million restoration; book ahead

Look for the original concrete path beside the new boardwalk, built between 1901 and 1905 for hydroelectric workers and named after King Alfonso XIII's crossing in 1921

Walk the approach through the El Chorro area near Ardales

The Caminito del Rey was built between 1901 and 1905 so hydroelectric workers could get along the gorge, and named after Alfonso XIII crossed it in 1921. Then it was abandoned. By the 2000s it was a metre-wide concrete ledge with the handrail gone and holes straight through to the river a hundred metres below, people were dying on it, and it was officially closed and illegally climbed. A €9 million rebuild put a boardwalk alongside the original and it reopened on 29 March 2015 — and you can still see the old path underneath you.

The Caminito del Rey: A Walkway Pinned to the Gorge

Walk the Barribarto, the Morisco quarter, and find the ceramic panels telling the 1569 rebellion

Work out what happened on the Peñón above the village at the end of that rebellion

Find the sugar cane factory in the village, one of the last that worked in Europe

Taste the Axarquía muscatel, made from grapes dried on the slope before pressing

Walk up into the Sierras de Tejeda, Almijara y Alhama behind the village

Frigiliana sits above the coast at the western end of the Axarquía, a whitewashed Morisco quarter of stepped lanes built at angles that make sense only on foot, with ceramic panels set into the walls telling the story of the 1569 Morisco rebellion that ended on the crag above the village. Behind it rise the Sierras de Tejeda, Almijara y Alhama. The Axarquía is the hot inland corner of Málaga province that grows muscatel grapes on impossible slopes and dries them on the ground into raisins, and makes a sweet wine from the rest.

Frigiliana and the Axarquía

Take the waters at the baths, which have run since the Romans

Find the 12th-century Arab bath house still standing over the spring

Work out what the fall of Alhama in 1482 did to Granada strategically

Find the ballad with the refrain Ay de mi Alhama and work out why it was written

Walk the gorge below the town along the Alhama river

Alhama means the baths, and the hot springs here have been used since the Romans, with a 12th-century Arab bath house still standing over the water. When Castile took the town in 1482 it cut the road between Granada and Málaga and effectively began the end of the Nasrid kingdom — the ballad that came out of it, with the refrain Ay de mi Alhama, is one of the best-known in Spanish. The town stands on the edge of a gorge cut by the Alhama river, with a walkway along it.

Alhama de Granada: Ay de mi Alhama

Go through the tourist galleries — over nine thousand square metres of them — and find the largest columns

Find out what happened on 12 January 1959 and who found the cave

Work out the argument about the seal paintings: 42,000 years and Neanderthal, or 18,000 to 20,000 and Homo sapiens

Work out why the dating matters so much to the question of whether Neanderthals made art

Find out what is behind the tourist route — the high galleries and new galleries, which are not open

Five boys out catching bats found the cave at Maro on 12 January 1959. What they had walked into is over nine thousand square metres of show galleries alone, with chambers big enough to hold concerts and speleothems on a scale unusual anywhere. It also holds rock paintings, and this is where the argument is: organic material associated with a group of seal paintings was dated in 2012 to 42,000 years, which would have made them the oldest art in human history and Neanderthal work — and then a 2017 study brought the age down to between 20,000 and 18,000 years, putting them in the Magdalenian and making them Homo sapiens.

The Cave of Nerja

Climb the 365 steps of the Calvari from the town square to the chapel at the top

Be here on Good Friday for the Davallament, done in silence by torchlight down the same steps

Walk up the Puig de Maria and stay in the 14th-century hostelry at the summit, which is reached only on foot

Work out why the town is inland: corsairs, and a coast it was safer not to live on

Find the Roman bridge at the edge of the town, one of very few in Mallorca

Pollença sits inland at the north end of Mallorca, deliberately away from the sea because of corsairs, and from its main square a straight stone stair of 365 cypress-lined steps climbs to the Calvari chapel above the town. On Good Friday the Davallament brings a figure of Christ down those steps in total silence by torchlight, which is one of the more affecting things in the Balearic calendar. Above the town the Puig de Maria has a 14th-century hostelry at the top that still takes guests, reached only on foot.