I remember being in Segovia in 1989 when they were filming "1492". Tours to the castle were limited, and the locals were gaga for the exposure. You've never seen so much local buzz.
Remember that one of the reasons they filmed in the Alcázar in Segovia is because it is so "Spanish" (it's also used for a backdrop in the older film "Camelot"). It's very well restored and just looks "typical" and like a fantasy castle. Of course another reason is its historical significance as the place of residence of Isabel la Católica.
BTW: In addition to being buried in the DR and Sevilla, according to which "historian" you ask, Columbus is also buried in Valladolid; Columbus, Ohio (down the street from MadridMan) and underneath the fountain in la Plaza de Colón in Madrid.