Set in a glorious Baroque former hospital, this municipal museum reopened in 2014 after years of refurbishment, and it is a gem. It traces the evolution of Madrid since it became the national capital in 1561. A topographic scale model of the city, meticulously created in wood in 1830, will give you a better sense of the streets of the old town than any paper or digital map. Another exhibit displays models of the mock naval battles that used to take place on the lake of the Retiro park. You can also see Goya’s famous Allegory of Madrid, which reflects the instability of the 19th century. When it was first painted in 1810 the frame to which the female personification of the city is pointing contained a portrait of the new king, Joseph Bonaparte. In 1812, he was painted out in favor of the word “Constitución,” honoring Spain’s fledgling democracy. When Bonaparte returned, he had to be painted back in. Eventually, after a hokey pokey of changes, the words “Dos de Mayo” were painted into the frame, in memory of the uprising against the French on that date in 1808. More enduring are the paintings of Plaza Mayor through the ages. The setting barely changes—its inhabitants are simply wearing different costumes.