Pass the Cervantes Institute, housed in a former bank whose vaults now hold sealed letters from notable figures. You'll discover that these letters are meant to stay unopened until a future date, guarding secrets for generations to come.

Marvel at the Bank of Spain, guardian of an underground vault said to flood automatically if intruders break in. You'll hear how this dramatic defence has become one of Madrid's most enduring urban legends.

Discover the Cibeles Fountain, where the lions are actually two mythological lovers condemned to pull a chariot for eternity. You'll learn how this punishment myth has been immortalised in stone at one of Madrid's grandest intersections.

Admire the Cibeles Palace, a building so grand that locals sarcastically nicknamed it Our Lady of Communications. You'll see why its sheer scale earned this cheeky title from Madrid's own residents.

Explore the Puerta de Alcalá, a neoclassical gate with two completely different faces. You'll uncover why its design shifts dramatically depending on which side you approach from.

Wander among El Retiro Park's Paseo de la Argentina, home to stone statues removed from the Royal Palace after a queen's recurring nightmare. You'll walk among these exiled figures, still standing decades after their royal banishment.

See the Congress of Deputies, guarded by bronze lion statues cast from cannons captured in war. You'll stand before these battle-forged guardians of Spain's seat of democracy.

Pass the Prado Museum, one of the world's most celebrated art galleries. You'll take in its grand neoclassical facade before continuing through the aristocratic Jerónimos neighborhood it calls home.