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).
(licensed under the "licencia de Creative Commons (“attribution”)", source: http://www.consumer.es/web/es/medio_ambiente/fotografias/2006/07/14/153891.php)
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?