Today, Milan is part of a unified Italy – but centuries ago, it was the center of its own empire, and has a Royal Palace to prove it. Milan's Palazzo Reale sits to one side of the Piazza del Duomo, a U-shaped building with its own piazza in the center (called the Piazzetta Reale). The Dukes of Milan moved into the Royal Palace from the Castello Sforzesco in the early 16th century, though the building predates that move. Much of the exterior we see today dates from the 18th century.
Today, the Palazzo Reale houses a Palace Museum tracing the history of the building's use, the Great Museum of the Duomo of Milan, as well as regular exhibitions of contemporary art – including displays of work by Monet, Picasso, Klimt, Kandinsky, and more. The artwork on display changes on a regular basis, loaned from major museums worldwide.
Milan's Royal Palace is adjacent to the Duomo, and is open Mondays from 2:30-7:30pm, Tuesday-Sundays from 9:30am-10:30pm. Tickets are €9.