Death Rides a Horse featured many Almeria locations, and one of the most distinctive was that of the prison that LVC is released from at the start of the film.
In reality of course, it is not a prison. It is know as Castillo de San Felipe. It was built in the 18th century by Charles III. Completed in 1765 it complemented Castillo de San Ramon at El Playazo and together with the various watchtowers along the coast provided defence against attacks by the Berbers.
As you can see from the comparisons below, it has been recently renovated (most notably the top).
wide angle shot from the movie
LVC awaits his $60 horse
One thing that is striking about this location is that this castle is actually located on the beach. With the creative use of camera angles it was made to appear as in the desert, where in reality it is on the coastline.
LVC's point of view from this location (when he sees the two men on horseback), was filmed elsewhere, probably in Tabernas.
See below for additional pictures of this location. Click to enlarge!