Look up the schedule of events and appreciate a bit of culture at Teatro Cervantes de Malaga. It hosts an assortment of theatrical plays for most interests and tastes.
Located in Málaga Centro, this arts and culture attraction is worth a look. But you'll find loads more to check out in this area. Málaga Cathedral, Alcazaba, and Gibralfaro Castle aren't too far from Teatro Cervantes de Malaga.