One evening at the end of August 1865, Edouard Manet took the new direct train from Paris to Madrid. The uncomfortable journey took 36 hours. We know where he stayed in Madrid, that he went to a bullfight and visited Toledo. On arriving, he met a fellow Parisian, Théodore Duret, who later became a friend and subject of a portrait. More significantly, we know that Manet passed through the rooms in which his paintings now hang in an exhibition at the Museo Nacional del Prado. Almost 60 paintings and dozens of prints and drawings have made their way to Madrid, after showing at the exhibition Manet/Velázquez: The French Taste for Spanish Painting in New York and Paris. Manet at the Prado, however, is a very different exhibition. This is Manet's posthumous return to the building - and the collection - where, that summer at the age of 35, he came, as he said, "to Maitre Velázquez for advice". Manet at the Prado is both a retrospective - albeit without his Olympia and his Déjeuner sur l'Herbe - and something much more haunting. Manuela Mena Marqués, curator at the Prado, tells us in the catalogue that Manet is the first modern painter and the last of the classical artists. In his new biography of Goya, meanwhile, Robert Hughes says that Goya is the Spanish artist who is the last old master and the first modernist. Goya died nine years before Manet was born. Who is it to be, Goya or Manet? Perhaps both. Their debts to the past and their contributions to modernity are different. Their mentalities and personalities could hardly have been less alike. In any case, what constitutes modernity is more in flux than one might imagine. To travel by train is one thing. When Manet painted it, he showed us only the steam, the smoke and a little girl watching. Modernity itself, perhaps, is always a disappearing train.