We’re rarely fans of military museums, but this gem on the ground level of Spanish Navy headquarters is an exception. The museum covers the greatest hits of Spanish naval preeminence, including the discovery and exploration of the Americas, the exploitation of the Pacific trade routes, the Spanish Armada, and the feared Spanish galleons of the 17th and 18th centuries. A scale model of Columbus’s flagship, the Santa Maria, shows what a fat little tub it was. By contrast, the large cutaway models of a circa-1700 galleon bristling with cannons can be seen as the birth of the modern battleship. The detailed coverage of the Battle of Trafalgar could make you forget that the Spanish lost. We marvel over Juan de la Cosa’s handwritten map of 1500, said to be the oldest map of Europe that shows the Americas—including such inhabitants as men with faces in their stomachs. Only 300 visitors at a time are allowed inside; on weekends arrive early to avoid a wait. Security is tight here; you’ll need to show your passport to enter.