The history of the Spanish protectorate is dominated by military history, and this museum is the one place where you can feel the grand sweep of that violent drama, with martial music playing in the background. Don’t miss the antique photographs room, where biplanes, legionnaires and Berber horsemen all fuse into a dreamy adventure novel, or the ‘do not touch the cannonballs’ sign, which is straight from Dr Strangelove .