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Sometimes called the Pillar of Hercules, the Rock of Gibraltar is a massive limestone promontory overlooking the Gibraltar Straits. The inside of the Rock is criss-crossed by a complex system of underground fortifications, known as the Great Siege Tunnels. This network of tunnels was begun by the British in 1782 during the Great Siege of Gibraltar by the Spanish. By 1942 there were over 30,000 British soldiers, sailors, and airmen stationed on the Rock.

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The Gibraltar Convent has been the official residence of the Governor since 1728. Before then, it served as a Franciscan convent beginning in 1531. It is said that the Convent is haunted by the Grey Lady - a Franciscan Nun who was caught trying to elope with her sweetheart. Her lover is said to have fallen into the sea following a chase, while she was summarily sentenced to death by the Inquisition. She supposedly wanders the convent for all eternity searching for her lost love.

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