Las Bóvedas y la basílica paleocristiana de Vega del Mar Monument · Marbella, Costa del Sol Occidental, Málaga Image of Marbella, not of the place itself. Marbella preserves two of the most important Roman archaeological complexes on the Costa del Sol: the Las Bóvedas Roman baths (2nd century) and, next to the mouth of the Guadalmina river, the Vega del Mar paleochristian basilica, from the 4th century. Photo: Kamyar Adl from Oxford, UK (CC BY 2.0) What to see and do in Marbella