Zalacain was on the cutting edge when it opened in the 1970s, serving “haute cuisine” to Madrid’s royalty, celebrities and elite, and it still hasn’t gone out of style. Now a bastion of etiquette and tradition, the Michelin-starred restaurant’s décor, service and cuisine are held to a high standard of excellence. Order the house specialty, the pig trotter stuffed with lamb and mushrooms, or, for a real treat, the chef’s tasting menu. Men are required to wear a jacket and tie.