Ravine of los Grajos Nature · Cieza, Vega Alta del Segura, Murcia Image of Cieza, not of the place itself. The Barranco de los Grajos, in Cieza, brings together several rock shelters with prehistoric rock art included in the Catálogo de Arte Rupestre del Arco Mediterráneo, and for that reason declared a World Heritage Site by UNESCO. Next to it is the Cueva de la Serreta, with views over the Cañón de Almadenes, which holds the remains of a Roman villa, the only one found to date inside a cave anywhere on the Iberian Peninsula. Photo: San Juan Evangelista Cieza (CC BY-SA 4.0) What to see and do in Cieza