One of the most atmospheric museums in Madrid — a private palace left intact by the Marquis of Cerralbo, who died in 1922 stipulating that his art collection and house should pass to the Spanish state unchanged. What remains is a complete late 19th-century aristocratic interior: painting galleries with Grecos and Zurbaráns hung salon-style, a weapons room, a billiard room, a chapel, and a ballroom.
The effect is domestic in a way that the major museums cannot be. You are genuinely inside someone's house as they left it. Entry is low-cost (under three euros; free on Wednesdays and Sundays). Calle de Ventura Rodríguez 17. Metro Ventura Rodríguez or Plaza de España.