The Sforza family had the castle built in the 15th century, after an earlier structure was destroyed. Although the locals usually pass through the castle only when they’re heading for Parco Sempione, Milan’s largest park, the interior and art collections are well worth a visit. The rooms were designed by world-famous painters—including Leonardo da Vinci. Be sure to check out exhibits such as the unfinished sculpture “Rondanini Pietà”, which was Michelangelo’s final sculpture.