Casa Lonja, a sober Renaissance building by Juan de Herrera, the architect of the Escorial, has housed the priceless collections of the General Archive of the Indies since 1785. It is also the repository for all the documentation on the colonisation of the New World by Spain. Inside, the marble staircase and the sculpted vaulted ceilings of the gallery on the first floor are worth a look, as are the temporary exhibitions.