Walk round the wide moat and work out that the brick is doing the decorating as well as the holding up

Find where limestone is used instead of brick — the arrow slits, the courtyard columns — and work out why

Climb the brick spiral inside the keep to the chapel and the armoury

Find the Roman wall of Cauca on the edge of the town

Find out which Roman emperor was probably born here

The castle at Coca was built in the 15th century and is reckoned one of the finest works of Spanish Gothic-Mudéjar architecture — principally brick, used as decoration as much as structure, with limestone kept for the arrow slits, the courtyard columns and a few details. A wide, deep moat runs all round it, the lower enclosure is square with four corner towers, and a narrow brick spiral inside the keep leads up to a chapel and an armoury. It belongs to the house of Alba and has been ceded to the state since 1954. Coca was also Roman Cauca, where the emperor Theodosius the Great was probably born, and stretches of its Roman wall survive on the edge of the town.

Coca: A Castle Made Entirely of Brick

Go into the Castillo de la Mota and find out who was held in it — Pizarro's brother, Rodrigo Calderón, Cesare Borgia — and which of them got out

Work out what the ferias de Medina actually were and why a payment date here mattered in Antwerp

Find the house where Isabella the Catholic died in 1504, and find out what she was granted here in 1468 and lost in 1470

Walk the Plaza Mayor de la Hispanidad, which is where the fairs were held

Work out what happened to the town when the fairs moved, and what is left of the money

Medina del Campo held the great fairs of Castile, and they were not markets so much as clearing houses — bills of exchange settled here set the rhythm of European finance in the 15th and 16th centuries, and the phrase ferias de Medina meant a payment date across the continent. Isabella the Catholic died in the town in 1504. The Castillo de la Mota is built of the reddish local brick with stone only for gun ports and coats of arms. Isabella was granted Medina, its alcázar and the Mota tower under the 1468 accord of the Toros de Guisando, and lost it again in 1470 when her brother gave it to his daughter Juana. It later became a state prison holding Hernando Pizarro, Rodrigo Calderón, the duke of Calabria, the count of Aranda — and Cesare Borgia, who escaped from it. The town declined with the fairs and never regained the position.

Medina del Campo: Where Castile Did Its Banking

Walk beside the Roman Aqueduct, built of about 25,000 granite blocks fitted without mortar, spanning 818m with over 170 arches and reaching 29m

Tour the Alcázar, a fortress documented for the first time in 1122 that became a favoured royal residence

Enter the Cathedral, built between 1525 and 1577 and one of the last Gothic cathedrals in Europe

Eat cochinillo asado, roast suckling pig, at a mesón beside the aqueduct such as Mesón de Cándido

The aqueduct at Segovia is about 25,000 granite blocks held together by nothing at all — no mortar, no clamps, just the weight and the cut of the stone — carrying water 818 metres across the town on over 170 arches, up to 29 metres high. It was built in the 1st or 2nd century AD and it carried water until the 1970s. Above it the Alcázar sits on a rock where two rivers meet, first documented in 1122, and the cathedral of 1525–1577 is one of the last Gothic cathedrals built anywhere in Europe.

Segovia: The Aqueduct, the Alcázar and a Late Gothic Cathedral

Go to the treaty house and work out that two men in this town drew a line through an ocean neither had seen

Find out where the meridian actually fell, and why Brazil ended up on the Portuguese side of it

Go into the Real Monasterio de Santa Clara, a Mudéjar palace turned convent

Find out what happened to Joanna of Castile here, and for how long

Work out what the earlier Treaty of Alcáçovas of 1479 had already settled, and what Columbus's return upset

On 7 June 1494, in this small town on the Duero, representatives of Isabella and Ferdinand and of John II of Portugal agreed to divide the Atlantic and everything beyond it along a meridian, and excommunication was decreed for anyone crossing it without Castilian permission. That line is why Brazil speaks Portuguese. UNESCO added the treaty to its Memory of the World register in 2007 as a document shared between Spain and Portugal. Joanna of Castile — Juana la Loca — was later confined in the town for decades.

Tordesillas: Where They Divided the World

Stand in front of the portal of the Colegio de San Gregorio, then walk round its patio

Find the work of Alonso Berruguete, the artist at the centre of the collection

See the Neapolitan nativity scene in the Palacio de Villena across the street

Visit the Casa de Cervantes, where he lived in 1605

The Museo Nacional de Escultura in Valladolid holds the most important collection of Spanish sculpture on the peninsula, from the late Middle Ages to the early 19th century, with Alonso Berruguete at the centre of it. Its main building, the Colegio de San Gregorio, was a Dominican college of theology and is one of the finest buildings of the Catholic Monarchs' reign, famous for its portal and its patio; next door stands the church of San Pablo, built between 1445 and 1616. The collection spreads across the street into the Palacio de Villena, which shows a Neapolitan nativity scene, and the Casa del Sol, home since 2012 of the national collection of casts. A few minutes' walk away is the house where Miguel de Cervantes lived in 1605 — or rather the one room of it his family had.

Valladolid: The National Sculpture Museum and Cervantes's House

Walk the castle end to end and work out that its shape is dictated entirely by the ridge under it

Go into the Provincial Wine Museum in the castle's south wing, and find out what the building was used for in 1936

Stand in the Plaza del Coso, an enclosed sand square with wooden balconies, still used for bulls

Work out why altitude matters here: cold nights and hot days at around 800 metres

Taste Tinto Fino, which is Tempranillo under its local name, from a bodega in the town

Peñafiel has a castle running the whole length of a narrow ridge above the town — long, thin and shaped like a ship because the rock it sits on is. A fortress is documented here in 943, shortly after the battle of Simancas; the building was a ruin by the mid-17th century, held French troops in the Peninsular War and was used as a prison by the rebel side in the Civil War. Its south wing now holds the Provincial Wine Museum. Below it the Plaza del Coso is an enclosed sandy square ringed by wooden-balconied houses, still used for bullfights. The Ribera del Duero around it grows Tempranillo — called Tinto Fino here — at around 800 metres, where the cold nights and the hot days produce the concentration the region is known for. There are hand-dug cellars under the ridge as well as modern wineries on the plain.

Ribera del Duero at Peñafiel

Be there when the fountains run and work out that all twenty-one are driven by slope alone, with some jets clearing forty metres

Find El Mar, the 216,000 cubic metre reservoir at the top of the garden that feeds the whole system

Work out the contradiction: a Spanish king raised at Versailles who said he wanted another Escorial and built this instead

Find out why the palace is irregular — the 1719 order that nothing already standing was to come down — and why the fountain statues are lead rather than bronze

Go to the Real Fábrica de Cristales in the village, the royal glass works that supplied the palace

Philip V was born at Versailles in 1683 and raised at the court of his grandfather Louis XIV, and when he came to build himself a retreat below the Guadarrama it showed. He ordered a chapel here in 1719 with the instruction that nothing old was to be demolished, which is why the result is irregular and reads as a set of additions. The main works began in 1721. The gardens were laid out by the French gardener René Carlier, who used the natural slope of the surrounding hills both for the perspective and as the power source for all twenty-one monumental fountains; Carlier died in 1722 and Étienne Boutelou continued the work. Where Versailles struggled for water pressure, La Granja simply fell downhill — and some of its jets clear forty metres.

La Granja de San Ildefonso: Versailles on the Meseta

Go into the collegiate church and find the Pórtico de la Majestad — reached from inside — with its original paint still on it

Work out how unusual that is — most medieval portals lost their polychrome long ago

Taste Tinta de Toro and work out why it is so much heavier than Ribera or Rioja

Find out why the vines here are ungrafted, and what phylloxera did not do to this sand

Work out what the battle of Toro in 1476 settled and what would have happened otherwise

The battle of Toro in 1476 effectively settled the Castilian succession in favour of Isabella, which makes this small town on the Duero one of the hinges of Spanish history. Its collegiate church has the Pórtico de la Majestad, a Gothic portal reached from inside the church and one of very few anywhere that still carries its original polychrome. The wine is Tinta de Toro, a Tempranillo variant that produces something considerably heavier than Ribera or Rioja, from old bush vines on sandy soil that phylloxera never took.