This museum has as its core the collections of historian José Camón Aznar (1898-1979) and his wife. Occupying a fine Renaissance palace, the Casa Alguilar, it displays a large selection of paintings from the 15C to the 20C, including El Greco’s Penitent Magdalen and engravings by Goya from the famous series The Caprices, The Disasters of War, Tauromachy and The Disparates. These works gave Goya the chance to escape from his formal commissions and explore often polemic subjects.