The Alcazaba, representing Tangiers in the film, is usually more associated with war than with chess; however, when Sheik Sean Connery takes on his hostage Candice Bergen at the game, sparks do indeed fly.
Hollywood does its crazy thing in this game as, when we see Connery, the walls of the Alcazaba are looming behind him, whereas when Bergen appears, it is the castle of La Calahorra, Granada, that we see.