From Olvera, follow the signs to CA-4222, which will take you southeast for 14km (9 miles) to Setenil de las Bodegas. This winding road stretches for 13km (8 miles), taking you by olive groves and farming valleys. You'll pass through the town of Torre Alhaquime after 4km (2 1/2 miles). Allow 15 to 30 minutes for this trip.
Setenil is one of the most bizarre of the Pueblos Blancos. The Río Trejo carved itself through the tufa rock to make room for the town, which is literally crammed into clefs of rock, its cavelike streets formed from the overhanging ledge of a gorge. Houses rise two or three floors, using the natural rock as their roofs. One street of town is actually a tunnel.
Other than the town itself, there are no specific attractions. The 16th-century Gothic church, Iglesia La Encarnación, is on a rock in the center of the village next to an Arab tower, and the ruins of a Muslim castle are nearby. Another building, the Ayuntamiento (town hall), boasts a magnificent Mudéjar artesonado ceiling. Of all the streets in town, Calle Herreria is the oldest, its houses wedged into the massive rock.
Chances are you'll press on and not spend the night. However, if you do, there is one place to stay, the Hotel El Almendral (tel. 95-613-40-29; fax 95-613-44-44; www.tugasa.com). This is a little pensión (boardinghouse) nestled under rock ridges. The small rooms are simply furnished with wooden pieces, including decent beds. The on-site restaurant serves simple meals. The hotel is at Carretera Setenil-Puerto del Monte, 1169 Setenil de las Bodegas, has 28 units, and charges 63€ to 70€ ($101-$112) for a double room.