El Caminito del Rey Walkway, Spain. Did you ever seen such a dangerous walkway. El Caminito del Rey can be considered most dangerous walkway in the world. El Caminito del Rey was built in 1901 as a connection between the power plants of Chorro Falls and Gaitanejo Falls. It took four years to finish and in 1905 Alfonso XIII, King of Spain, crossed the walkway for the inauguration, thus giving it its name, The King’s Walkway.