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The “house of the seven chimneys” dates from around 1570 and is one of the best-preserved examples of domestic architecture in Madrid. The building is said to be haunted by a former lover of Felipe II – not as far fetched as it sounds, as a female skeleton was uncovered here at the end of the 19th century. The house later belonged to Carlos III’s chief minister, the Marqués de Esquilache, whose attempts to outlaw the traditional gentleman’s cape and broad-brimmed hat, on the grounds that rogues used one to conceal weapons and the other to hide their faces, provoked a riot and his dismissal.

This unusual but evocative museum, as its name suggests, recreates the Madrid of the Romantic era (c.1820–60), with rooms furnished and decorated in the style of the period. The real attraction, however, lies in the ephemera: fans, figurines, dolls, old photograph albums, cigar cases, visiting cards and the like, which all help to summarize the era. Among the paintings is a magnificent Goya in the chapel and a portrait of the Marqués de Vega-Inclán, whose personal possessions form the basis of the collection. By common consent, the archetypal Spanish Romantic was Mariano José de Larra, a journalist with a caustic pen, who shot himself in 1837 after his lover ran off with another man. The offending pistol is one of the museum’s prized exhibits.

This former poorhouse is now a museum tracing the history of the capital from the earliest times to the present day. Prize exhibits include mosaic fragments from a local Roman villa, pottery from the time of the Muslim occupation, a bust of Felipe II, and Goya’s Allegory of the City of Madrid (Dos de Mayo) . The star attraction is a wooden model of the city, made in 1830 by León Gil de Palacio. As you leave, take a look at the elaborately sculpted Baroque portal, dating from the 1720s.

The finest example of Art Nouveau architecture in Madrid was created for the banker Javier González Longoría in 1902. The architect was José Grases Riera, a disciple of Antoni Gaudí. Magnificently restored in the 1990s, the walls, windows and balconies are covered with luxuriant decoration suggesting plants, flowers and tree roots (see Palacio Longoría).

The entire surface area of this magnificent domed church is covered with 17th-century frescoes depicting scenes from the life of St Anthony of Padua. The congregation included the sick and indigent residents of the adjoining hospice, who were allocated a daily ration of bread and boiled eggs. (The church still has a soup kitchen).

This narrow street, permanently clogged with traffic, is worth negotiating for its original and offbeat shops. High street fashions are represented by outlets such as Mango (No. 9) but for something more outré , check out the party fashions at No. 47, or the seductive underwear at Chocolate (No. 20). La Reserva (No. 64) sells silver jewellery handmade by Navajo Indians, as well as Mexican belts and snakeskin wallets. Café Pozo (No. 53) offers its own blends of coffee and tea, while Retoque (No. 49), founded in 1920, goes in for picture frames and modern art posters.

This square in the heart of Malasaña commemorates the leaders of the insurrection of May 1808, Luis Daoíz and Pedro Velarde, who are buried in the Plaza de Lealtad. The site was chosen because, in those days, this was the artillery barracks of the Monteleón Palace, the main focus of resistance to the French. The brick arch now sheltering a sculpture of the two heroes was the entrance to the building. In the 1990s the square was taken over by under-age drinkers who gathered here at weekends for binges known as botellón . Though it has now been reclaimed by local residents, it is best avoided at night.

Founded in 1622 by Don Jerónimo de Villanueva, a Madrid nobleman, the early history of this convent was darkened by scandal. Rumours of sexual misconduct among the novices led to an investigation by the Inquisition which implicated the chaplain, the abbess and the Don himself. It was even rumoured that Felipe IV made nocturnal visits to the convent via a passageway under the street. Today the main attraction is the splendid Baroque church (1655). The retable over the altar contains a magnificent Annunciation by Claudio Coello.

At the turn of the 20th century the Mónaco was a well-known brothel frequented by members of the Spanish nobility including, so rumour has it, King Alfonso XIII. Now a respectable hotel, the breakfast room retains some of the original features, such as the leather booths, while the rest has been redecorated in Art Deco style (see Mónaco).

The monastery of the Royal Salesians was founded by the wife of Fernando VI, as a refuge from her overbearing mother-inlaw should the king die before her (in fact, she died first). You can still see the lavish Baroque church (1750), sculptures and decorative details on the façade and the tombs of Fernando and his wife by Francesco Gutiérrez.