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There were plans to build a cathedral on the superb hilltop site as early as the 18th century, but it was not until 1879 that the Marqués de Cubas got the go-ahead for his ambitious design; even then, only the Romanesque-style crypt was actually built. The cathedral was eventually completed in the 1980s by architect Fernando Chueca Goitia and opened by Pope John Paul II in 1993. The Gothic interior comes as a surprise, as the exterior is Neo-Classical to harmonize with the Palacio Real. The magnificent bronze doors were installed in October 2000.

The hermitage dedicated to St Anthony of Padua was completed in 1798. Goya began work on his sublime frescoes in June and by December they were finished. It was on St Anthony’s Day (13 June) that a procession of unmarried girls would come to the hermitage to ask the saint to find them a husband.

The convent was founded in 1611 by Margarita de Austria, wife of Felipe III, for daughters of the nobility. It was also the church of the Alcázar – a picture gallery linked the two buildings. Unfortunately, when the castle was destroyed by fire in 1734 the conflagration spread to the convent and many of its treasures were lost. A great deal remains however: 17th-century paintings by Ribera and Lucas Jordan; impressive sculptures, such as Christ Recumbent by Gregorio Fernández; embroidered vestments and liturgical gold and silverware. The guided tour takes in the cloister with its decoration of Talavera azulejos ; the reliquary, where visitors are shown the phial containing the congealed blood of St Pantaleon; the carved stalls in the choir; and the church, designed by Ventura Rodríguez.

This 16-century former royal palace and convent is a treasure trove of art and sculpture (see Monasterio de las Descalzas Reales).

Don Enrique de Aguilera y Gamboa, Marqués de Cerralbo (1845–1922) was a poet, a politician and a compulsive collector, searching the world for artistic treasures that would adorn his palatial home. Highlights include an exquisite majolica Nativity by Renaissance artist Andrea della Robbia (Porcelain Room) and El Greco’s Ecstasy of St Francis (Sacristy), but the pièce de résistance is Juderías Caballero’s History of Dance in the dome of the glittering ballroom (see Museo Cerralbo).

Spain’s links with the American continent have a long history, and this wonderful museum displays artifacts from all eras (see Museo de América).

Spain’s magnificent Royal Palace dominates the landscape in this part of the city, its sparkling, colonnaded façade looking out on to the lush grounds of the Campo del Moro (see Palacio Real).

A set piece of the Franco era, the huge square at the bottom of Gran Vía is dominated by Madrid’s first skyscrapers. The Edificio España (Gran Vía 86) was designed by the brothers Julien and Joaquín Otamendi in 1953. There are panoramic views of the city from the café on the top floor. Four years later, the same architects built the even taller Torre de Madrid (Plaza de España 5). The monument at the centre of the square commemorates Miguel de Cervantes, author of Don Quixote .

The focal point of this beautiful square is the bronze equestrian statue of Felipe IV, moved here from the Buen Retiro palace in 1842. The sculptor Pietro Tacca took advice from Galileo on the modelling of the rearing horse – the figure of the king was based on sketches by Velázquez. The statues of Spanish rulers were intended for the balustrade of the Palacio Real but they did not meet with royal approval.

The city’s state-of-the-art opera house finally re-opened in 1998 after a lengthy and hugely expensive restoration. Nothing new here – there were so many delays in constructing the original theatre that the architect, Antonio López Aguado, was long dead before the official opening in 1850 on Queen Isabel II’s birthday. Giuseppe Verdi wrote his opera The Force of Destiny for the Teatro Real in 1863 – he stayed at No. 6 Plaza de Oriente. The dimensions of the remodelled opera house are truly impressive: the architects calculate that the backstage area is large enough to contain the Telefónica building on Gran Vía (see Edificio Telefónica).