Semana Santa is “holy week” (literally) in English although this particular week is often referred to as Easter Week too. It is a very important week in the Spanish calendar and throughout Spain there are a huge number of processions and other events. I would go so far as to say that to understand Spain you have to have some knowledge and understanding of semana santa.
You will find a huge amount of information here about Semana Santa in Fuengirola (in Spanish). The photos above are all from Fuengirola 2011