This swirling, melting wedding cake of a building is as close as Madrid comes to the work of Antoni Gaudí, which so illuminates Barcelona. It’s a joyously self-indulgent ode to modernismo and is virtually one of a kind in Madrid. Casual visitors are actively discouraged, although what you see from the street is impressive enough. The only exceptions are on the first Monday of October, International Architecture Day, when its interior staircase alone is reason enough to come.