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CASTLES OF SPAIN - The Alcázar of Segovia. Originally a fortress, the Alcázar has also been a royal palace, the site of Philip II's wedding to his fourth wife, Anne of Austria, and more recently a military academy. In the upper part of the city, the oldest foundations have been identified as Roman. Documents indicate that a fortress existed on this site by the early 12th century known as the Alcázar, an Arabic word for a royal residence.