Many hotels claim to be legendary; this one actually is. When Alfonso XIII was married in 1908, he was dismayed that Madrid lacked hotels befitting his guests. He wanted a hotel equal to the Ritz in Paris or London, so he engaged César Ritz to consult on the design and lend his name. Few expenses were spared—the carpets were hand-woven, the tapestries hand-stitched at the Real Fábrica de Tapices, and all the modern amenities of 1910 were installed. The location next to the Museo del Prado on the Plaza de la Lealtad with its Neptuno fountain couldn’t be much more prestigious. Time could not diminish its great bones, but some of the brocade and velvet was getting a little worn when Orient Express took over and brought the Ritz back to being, well, The Ritz. Comfort and luxury are givens, and security for celebrity travelers is tight and professional. The Goya Restaurant here is the successor to the original established with the aid of Auguste Escoffier. You might stay here as a treat, but you can get a hint of the luxury and pampering that guests enjoy by booking afternoon tea or chocolate and churros on the terrace.