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Boca do Inferno (in English, 'hell's mouth') is an interesting rock formation on the coast west of Cascais. It is a bit tame when the sea is calm, but when the sea is rough, waves crash through a small hole and burst out the other side, which can be quite dramatic. The path may be closed for safety reasons if the waves get too high.
But you get great views of the coastline and it's worth a look if you are in the area. There are also amenities close by (cafe, snack shop etc).