Palacio de Liria

This sober, neo-classical palace, completed in 1783, refurbished in the 1910s by Edwin Lutyens and acclaimed at that time as the finest mansion belonging to the Madrid aristocracy after the Palacio Real, is still very much the private property of Spain's premier aristocrat, the Duchess of Alba. The extraordinary collection includes work by Rembrandt, Palma Vecchio, Titian and Rubens, and one of the most important Goyas in private hands: his portrait of an earlier Duchess of Alba in red and white, which is hung in the room bearing the name of the painter of whom the Cayetana depicted here, with a dog with a red ribbon around one leg at her feet, was the patron. The problem is, the current duchess has no need to open her palace to public view. Space on the Friday guided tours has to be requested several weeks in advance.