The Royal Academy of Fine Arts, founded in 1744 by Ferdinand VI, occupies an 18th-century palace on Calle de Alcalá five minutes from Puerta del Sol — and is one of the most underrated art museums in the city. The collection holds works by Murillo, Zurbarán, Ribera, El Greco, Rubens, Tintoretto, and an unusual concentration of Goya — the academy is custodian of his thirteen surviving self-portraits and several of his blackest later paintings.
The galleries are quiet, well-lit, and almost always empty — extraordinary given the quality on the walls. The academy's print and drawing collection includes 14,000 sheets including original plates for Goya's Disasters of War etchings. Entry is €8 (free on Wednesdays). Closed Mondays. Allow two hours.