Built between 1886 and 1921, Lal Bagh Palace is the finest building left by the Holkar dynasty. Replicas of the Buckingham Palace gates creak at the entrance to the 28-hectare garden, where, close to the palace, there’s a statue of Queen Victoria. The palace is dominated by European styles, with baroque and rococo dining rooms, an English library with leather armchairs, a Renaissance sitting room with ripped sofas and a Palladian queen’s bedroom. An autorickshaw from the town centre costs about ₹50.