The ruined Castle of Pelegrina stands above a small village and a limestone ravine south of Sigüenza. Little remains compared with Sigüenza's own castle, but the setting is excellent: broken walls, pale rock, and open views across the high country.
Come for the walk as much as the ruin. The Barranco del Río Dulce nearby is one of the prettiest natural corners in the area, especially in spring when the dry-looking landscape briefly softens into green.