From GibMap

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The Moorish baths are within the Museum complex. They lie partly under Bomb House and Ordnance House which now make up the Gibraltar Museum.

"Except in the Alhambra there is nothing in Spain to compare with it; and in Morocco such baths may not be entered by Nazarenes or Jews, so that its interest is exceptional."

(Mr Budgett Meakin, an authority on Moorish Antiques, 1906)