For information see Wikipedia.

Setenil de las Bodegas is a town (pueblo) and municipality in the province of Cádiz, Spain, famous for its dwellings built into rock overhangs above the Río Guadalporcún. According to the 2005 census, the city has a population of 3,016 inhabitants.

[...] The town extends along the course of the Rio Trejo with some houses being built into the rock walls of the gorge itself, created by enlarging natural caves or overhangs and adding an external wall.

also nice:

Setenil has a reputation for its meat products, particularly chorizo sausage and cerdo (pork) from pigs bred in the surrounding hills. As well as meat, it has a reputation for producing fine pasteles (pastries), and its bars and restaurants are among the best in the region. Its outlying farms also provide Ronda and other local towns with much of their fruit and vegetables.