I saw a similar picture on Google Earth today. This one was in a island very close to the Spanish coast. It is very similar, but that one was in the water. I love this picture.
You are probably speaking of the point off Cabo San Lucas. There is an arch there. Arches at Arches National Park are formed differently. There are over 3,000 there in the park. This one is probably the most popular, but quite a hike to see with this view.