The Setenil de Las Bodegas town in Spain has been built directly into surrounding cliffs, with people living in houses built under natural rock formations. Some of the buildings even have roofs made of rocks. The small white washed town, northeast of Cadiz, has a unique setting along a narrow river gorge eroded by the Rio Trejo river, with many of the houses being built into and under the walls of the gorge itself.

The natural caves of Setenil turned out to be ideal living quarters because rather than needing to build entire houses to keep out the heat in the summer and cold in the winter, all they needed to build was a facade. It is believed people have been living here since pre-historic times. The bars, restaurants and food shops in Setenil are ranked as best in the region, famous for their delicacies such as chorizo, olive oil, honey, ham and Andalucian wine. On weekends during summer and spring, the town is a vibrant place, and the picturesque white-washed cafes and markets under the rock are bustling with life.

Thus, the English idiom 'Living under a rock' is not figurative but quite literal for over 3000 inhabitants of Setenil de las Bodegas, Spain.

More Info: en.m.wikipedia.org