Archaeological Museum of Caravaca Monument · Caravaca de la Cruz, Noroeste, Murcia Museum housed in the former church of Nuestra Señora de la Soledad, the first parish founded in Caravaca de la Cruz, with pieces from the Ibero-Roman site of La Encarnación. Photo: Millars (CC BY-SA 4.0) What to see and do in Caravaca de la Cruz