One of the principal economic and demographic factors in the development of São Roque came from the zone known as Cais do Pico.

Literally, the port of Pico, Cais was a portage for annual ships, that travelled the central group of Azorean islands.

Whaling, which dates back to the 19th century, in which the artesnal hunt (with harpoons and lances) was introduced into the region, primarily by a sedentary population from many of the out-ports.

The last factory dedicated to the processing of whale meat and blubber was transformed into a museum (Museu da Indústria Baleeira): a monument to the men of this industry was inaugurated on 27 July 2000.

In addition to many of the buildings used in the whaling industry, the local patrimony includes the 18th century parochial church, the similarly dated Baroque Convent of São Pedro de Alcântara, and the hermitage dedicated to the archangel Michael São Miguel Arcanjo), in addition to various mills and cellars, that dot the landscape.