The festivities start on the Thursday before Palm Sunday, when a procession of Nazarenos (Nazarenes) arrive, dressed in turquoise robes, at the Iglesia de la Imaculada Concepción. Once they arrive, they either throw stones or kick at the doors in order to be let inside. Once inside, their robes are blessed in a Catholic Mass. Then, the group proceeds to the Iglesia San Francisco.
The following morning at 4 am, there is a Mass held at the Iglesia Santo Domingo followed by rites at the Iglesia Santo Domingo and then at the Iglesia de la Imaculada Concepción.
Palm Sunday brings a reenactment of the triumphal entry of Christ into Jerusalem. It starts at the Iglesia Santa Bárbara, where palms are blessed. Then a group proceeds to walk through the city en route to the Iglesia de la Imaculada Concepción. During the procession, the Nazarenos (Nazarenes), dressed in blue, carry images that represent Jesus on a donkey, the Virgin Mary, and the 12 apostles.
On Lunes Santo (Holy Monday), the images are moved in a similar procession, to La Iglesia San Francisco. There they remain until Jueves Santo (Holy Thursday).
On Miercoles Santo, is a day to visit cemetaries and visit family and friends that have died. It is often called Serenata a los Muertos.
On Jueves Santo at 12:00, a lone Nazareno with a trumpet plays a mournful song that announces the imminent death of Jesus Christ. His tune is followed by the sounding of a bell. At 6 pm another procession starts. The Nazarenos carry "los pasos" which are big images displaying a reenactment of the Last Supper, Judas’ kiss, Christ before the Roman Judge, Peter’s denial, the flagellation, the crowning of Christ, Jesus before Pilate, and Pilate washing his hands.
Friday evening, there is yet another procession honoring the burial of Jesus and the pain of the mother Mary. This is followed by numerous celebrations of Mass.
Sábado de Gloria (Saturday of Glory) is a day of prayer and reflection and demonstration of religious fervor. Then, Domingo de Gloria (Easter Sunday), is a joyous celebration with Masses, Eucharist rites, and more processions.
Here is a video: