William Randolph Hearst wanted a castle, so he built one. It's astonishingly opulent, housing individual artwork that is today purportedly worth more than the castle's construction (it all belongs to the state of CA now, which cannot sell a single napkin without forfeiting the entire estate). Just don't think about what he could've done for his fellow man with even some of that money during the Great Depression...
Learn more: http://en.wikipedia.org/wiki/Hearst_Castle