Prado Museum, one of the world's leading art galleries. Galería Canalejas , the new international icon of luxury shopping. The Retiro Park, beautiful green oasis right in the center of Madrid. See More The Thyssen Bornemisza Museum, with 1,600 paintings, the 2 largest private collection in the world. The Royal Palace of Madrid, is the largest palace in Western Europe and is a must-see on your list. See Less