Jimena's romantically ruined 13th-century Nasrid castle, probably built on Roman ruins, once formed part of a defence line stretching from Olvera down through Setenil, Zahara de la Sierra, Castellar and Algeciras to Tarifa. Note the Islamic cisterns and the remains of an ancient rock-carved Mozarabic church known as El Baño de la Reina Mora (the Moorish Queen's Bath).