On the western side of the Royal Palace (Slottsbacken side) one can see lines of paving stones showing where the old Three Crowns (Tre Kronor) Castle used to stand. It was a huge fairy-tale looking castle built in the 13th century with towers, high walls and deep moats which unfortunately was completely destroyed by fire in 1697. A small-scale model of the old castle can be seen in the Swedish Royal Palace museum.
Read more at https://en.wikipedia.org/wiki/Tre_Kronor_(castle)