Located on a large roundabout in Plaza de la Independencia, this Neo-classical passageway was one of the five ancient entrances to the city. In fact, it got its name because it stands in the road that led to Alcalá de Henares. Its appearance is similar to the triumphal arches built by the Romans, and it was designed by the Italian architect Francesco Sabatini, who finished the construction in 1778. Since then, the statues, engravings and columns that decorate the five arches have undergone five restorations. It’s currently doing splendidly and is one of the biggest tourist attractions in Madrid. Our expert advice? Visit at night to admire its impressively illuminated façade.

Fun fact: This gate was once used as a route for the seasonal migration of livestock. To honor this tradition, one fall Sunday each year, Madrid celebrates the Trashumancia Festival; 2,000 sheep are paraded through the center of Madrid and through this monument.