Romería de la Virgen de Zocueca, patrona de Bailén Activity · Bailén, Sierra Morena, Jaén Image of Bailén, not of the place itself. Bailén venerates as its patron saint the Virgen de Zocueca, whose sanctuary is in the neighbouring municipality of Guarromán; every September the people of Bailén process to the hermitage for her festival. Septiembre Photo: Cenriquet (CC BY-SA 4.0) What to see and do in Bailén