Curral das Freitas (I'll use the Portuguese name because Valley of the Nuns has a Jacqueline Susann-ish ring) is a cauldron in Madeira, formed either by volcanic activity or erosion.
It takes its name from the nuns of Santa Clara convent who fled here in 1566 when pirates sacked Funchal. Having posted the picture of St Govan's Chapel earlier in the week, I seem to be developing a theme of Christians fleeing pirates.