The intimate galleries of the Royal Academy Museum are a nice change of pace from Madrid’s big art museums. Founded in 1752 as a collection to teach art students, the museum has amassed a fine collection of paintings and sculptures from the Renaissance period to the present. Spanish artists, naturally, are the best represented, but in some cases you can compare their work to that of their Italian and Flemish contemporaries. So good, in fact, is the collection that some pieces have been transferred to the Prado. The Forrest Gump–like Goya became director of the museum in 1795, and the collection features 13 of his paintings, including an equestrian portrait of Fernando VII and an absorbing scene of the Spanish Inquisition. Most revealing are the two self-portraits, one painted when he was not quite 40 and another painted in 1815, several years before he succumbed to the madness that drove his Dark Paintings. The museum also preserves Goya’s paint-covered final palette. But it doesn’t ignore other Spanish masters, and you will find works by Zurburán, El Greco, Juan Gris, and Picasso, as well as a striking collection of drawings from the 16th through 20th centuries. Second- and third-level galleries show 19th- and 20th-century art, but are sometimes closed due to staff shortages.