Introduction to The Rocks: The Rocks, once a place where convicts were exiled, is now a maze of sandstone alleys, dead ends and courtyards, packed with shops built in the early 19th century. Warehouses and townhouses. When you arrive in The Rocks, you can go to the Sydney Visitor Information Center to learn about the latest developments and sights of The Rocks, visit the shops and art galleries converted from workers' huts and sandstone terraced houses on Playfair Street, or take a ghost tour of The Rocks (RocksGhostTour), are all popular leisure methods among tourists.