Beach Alcudia, Mallorca. Muro beach (Playa de Muro) is located in the Alcudia bay. Mallorca is located in the Mediterranean Sea and is a part of the Balearic Islands. I stayed in Alcudia and explored the island by car. Mallorca has a lot of towns, villages and beaches to explore. Here a some of them: Palma, Inca, Sa Pobla, Llucmajor, Santanyi, Felanitx, Manacor, Arta, Port de Pollenca, Soller and many more.