El Capricho is the most beautiful garden in Madrid and somehow still the least crowded — partly because it sits out by the airport in Alameda de Osuna, partly because it only opens at weekends and holidays. The Duchess of Osuna laid it out from the 1780s as a romantic garden in the English-French manner: not rows and parterres but a designed sequence of lake, temple, maze and folly, each meant to surprise you as you turn a corner.
Start at the Palacio, then let the path fall away to the estanque, the lake with its landing stage and a column-temple across the water — the whole romantic idea in a single view. Climb to the Templete de Baco, the little temple to the wine god, where the garden's composition finally reads.
Then the gentler beats: the laurel laberinto, low enough to cheat, good enough that you won't, and the Casa de la Vieja, the fake peasant cottage where aristocrats played at rustic life. End at the strangest thing of all — the Civil War bunker dug under the garden in 1937. Metro L5 back from the gate.