When I was in Gilbraltar a few years ago, several locals of both Spain and Gibraltar commented on the fact that the peninsula has a weather system distinct from the areas around it, and that the peninsula had an effect on the weather patterns of the surrounding areas (i.e. Spain & north-west Africa).
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(licensed under the Creative Commons non-commercial attribution, no derivatives source: http://www.viajeros.com/fotos/gibraltar-puerta-de-europa/78590)
From the shape and size of Gibraltar the assertion by the locals seems plausible. Is there a meteorological phenomenon surrounding this mountain that affects the weather of Spain or North-west Africa?
Does this big 'ol rock, cast as a Pillar of Hercules, change the weather around it? It's a big rock, no doubt. But is it that big?