There are major celebrations right across the whole region

Easter Week , know as Holy Week {Semana Santa|  this year runs from the 1st – 8th April and here on the Costa Del Sol there are a number of events including  religious processions and parades,
These processions run from the morning to late at night all across the Costa Del Sol and Inland areas.
The largest of these parades take place in all the major cities including  Malaga, Seville, Granada, and Cordoba but wherever you across the Costa Del Sol you will see men and women in colourful costumes parading through the streets. These men and women belong to brotherhoods  who are devoted to particular images of Christ or the Virgin, They  carry the elaborate floats and effigies through the streets. In some of the parades Some devout followers walk behind the floats with bare feet, hurting themselves to feel similar pain to that Christ felt on the Cross.
Here on the Costa Del Sol the main celebrations take place in the city of Malaga
Full details of the events taking place can be found on the Malaga City Hall website {In Spanish}
Details of each towns events during Holy Week can be obtained from either the local town hall or the tourist offices located in the towns.
If you are staying over the holiday period make sure you check the timetables of the busses and trains as the services are reduced on certain days during the week long celebrations. 
Other services that may be affected include supermarkets, banks, Government buildings and money exchange offices.
The main Hiliday dates are Maundy Thursday, Good Friday and of course Easter Sunday. 
Please note in the major cities there will be places open to buy food on these days but in the smaller towns it is unlikely you will find anywhere open.
Another thing to note the Spanish are very passionate about Semana Santa and its religious background. The streets will be very busy thoughout the day and will continue into the early hours of the morning. It you are attempting to travel anywhere [please be patient and check your routes It is very posible many of the roads will be closed to traffic
Happy Easter 

jmackie@costadelsol.st