Banco de España
Time Out says
This enormous building located on the Paseo del Prado may not grab your eye from the street, but inside it's one of the most beautiful in Madrid. It is indeed the Bank of Spain, and it functions as such, but in 1999 it was declared a 'Bien de Interés Cultural' ('Good of Cultural Interest') for its architectural value. Originally it was the Palace of the Marquis of Alcañices, and then, after several expansions and renovations, it became the gigantic complex that it is today. Its 27-metre-high interior patio contains more modern elements and Art Deco features, such as an impressive stained-glass window and a large clock located in the centre of the patio. It's worth going in just to marvel at those.