The end of April and the start of MAY see the Festival of the Cruces (crosses) celebrated throughout the Sierra. In Cortelazor groups of neighbours and their families work to raise and decorate six shrines topped with crosses which are placed throughout the village. The emphasis in the decoration is on beauty rather than opulence, and these simple statements of faith are blessed in the course of a cavalcade around the village led by the local priest and the image of the Virgin from the village church. Apart from Cortelazor, the most famous celebration of the Cruces takes place in Hinojales, where the young men of the town dress in their striking local costumes and dance BACKWARDS through the streets in front of the float carrying their Virgin, in what is believed to be the Christianisation of an originally Celtic tradition.

The whole of May in the Sierra is given over to the celebration of Romerias, or Pilgrimages, where all of the populations of the villages carry the image of their Virgin to or from their towns to the Lady's Hermitage usually located between 2 and 4 kilometres from the respective villages. In Cortelazor, two weeks before the Romeria the Virgin is brought by the villagers, by hand-drawn cart from her Ermita of La Virgen Coronada 4 kilometres outside the village. She stays in the village church for the two weeks before being taken in cavalcade, with the whole village in attendance, and with those who want to take turns to carry her home allowed to have their opportunity.

Everyone who has a horse turns up on it and all of the women and girls vie with each other to see who can produce the most stunning local costume. The parade takes place with the mandatory assistance of beer, wine and aguardiente, a great many pauses and even more music, singing and fireworks. After the parade and celebratory Mass at the Ermita, the whole village repairs to the open fields around it, splits into family groups and unpacks the mountains of food and drink that passes for an Andalucian picnic. The village returns home around 6 o'clock in the evening, pauses only to re-gather its strength and then dances the night away in the Plaza de Andalucia until very late the following morning.