I have not been there, but Trisha found this online:
El Caminito del Rey (The King’s pathway) is a walkway, now fallen into disrepair, pinned along the steep walls of a narrow gorge in El Chorro, near Álora in Málaga, Spain. The name is often shortened to El Camino del Rey.
I wonder why this was built in the first place. This beautify gorge should have been left alone, and tourists should have been kept out. But this is Spain. No U.S. Forest Service.