Yes Al Capone did go to Puerto Penasco several times with friends during prohibition to drink, gamble and party. The Peñasco Hotel is where the legendary Capone stayed, even having his own suite with two exits to ensure a quick getaway, should the need arise. The Peñasco Hotel burned down in 1933 (after the end of prohibition) but was immediately rebuilt and became La Roca Hotel, which is still standing today.