Gibraltar was handed over to the British by Spain in the 18th century, and British (if its very own brand of hybridized, flashback British) it has remained ever since, despite Spain's best efforts to browbeat it into accepting its sovereignty.
The Rock of Gibraltar is a fabulous chunk of limestone rearing up over the city and overrun by Barbary macaques. Legend says that if these monkeys leave the rock, so will the British leave Gibraltar. Winston Churchill obviously subscribed to this superstition; he requested that the macaque population be topped up during WWII. But there are older legends than this concerning the rock. The ancients thought it to be one of the Pillars of Hercules, with the other standing across the sea in Morocco. If climbing the rock looks to you like a modern-day Labor of Hercules, fear not: there's a cable car that will take you the 425 meters (1,396 feet) to the top.