This is the Paseo de los Tristes. It means Promenade of the Sad... It gets this name because they used to carry dead bodies through here up to the cemetery.
There isn't anything sad about it as you walk through it in present day. In fact it is a beautiful area filled with shops and cafes that you can see in the above pictures. As well you get a beautiful view of the Alhambra from down here.
Tomorrow I will post more detailed pictures of the shops and the merchandise they sell.