Watching one episode of A Place in the Sun: Winter Sun, I found out about this magnificent hotel, Marbella Club Hotel, which used to be a private family residence for Prince Alfonso:

Since its establishment more than half a century ago, Hotel Marbella Club has accumulated a wealth of history, full of extraordinary and unforgettable moments. The beach resort in Spain has been a meeting place for the international jet-set: aristocrats, stars of the entertainment world, business leaders and famous figures from all over the world.

It all started in 1946, when Prince Alfonso von Hohenlohe and his father, Prince Max, visited Marbella with the idea of buying some land. The following year, Alfonso purchased Finca Santa Margarita as a family residence. As the number of visitors to the 'finca' steadily grew, so did the property, and eventually the Prince, sparked with the pioneering enthusiasm and the visionary ideas that distinguish those who are ahead of their time, was able to make his dream come true, transforming his private residence into an exclusive Marbella club.