The intimate galleries of the Royal Academy are a pleasant change of pace from Madrid’s big art museums. Founded in 1752 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. Francisco Goya became director of the academy in 1795, and the collection features 13 of his paintings, including an equestrian portrait of Fernando VII and an absorbing scene of the Inquisition. Most revealing are two Goya self-portraits, one as a dandyish 30-something, the other a world-weary figure in his 60s, before he succumbed to the madness that drove his Dark Paintings. The museum also has his paint-covered final palette. There are paintings by Zurburán, El Greco, and Cano, and the upstairs galleries house 19th- and 20th-century art, including pieces by Picasso (who briefly studied here), Sorolla, and Juan Gris. Salvador Dalí, who was expelled in the 1920s for questioning a professor’s competence, doesn’t feature.