Buenavista Palace
This beautiful palace is located in front of the Cibeles Fountain. Nowadays it houses the Army Headquarters.
It is said that this was the first building (XVI century) that was presented to King Felipe II when he decided to bring the court from Toledo to Madrid. Afterwards Empress 
Maria of Austria, the king´s mother in law, lived here. It was later handed over to King Felipe III who sold it to the Silva y Mendoza family, who resided here.
Later it was owned by several other institutions, but repeatetly the lack of money made them sell the building.
It came back into the hands of the royal family when it was bought by the Queen Isabel de Farnesio. After her death it was bought by the Duke of Alba who constructed a new palace. His daughter, the famous Duchess of Alba inherited the palace, but not having good relations with the family she donated it to her servants and friends.
Again money problems arose and the palace was sold to the Town Hall of Madrid, which in turn offered it to Manuel Godoy. He asked Goya to paint a nude woman, the maja desnuda for his private lounge. It 
was the first frontal female nude painting. As Goya thought this could cause him problems he
painted another dressed
woman, the maja vestida. It is said that this painting was displayed front of the other one. There was a special devise that made it go up, so that the maja desnuda could be seen.
After Manuel Godoy was forced into exile, the palace finally came into the hands of the Army.