Hawa Mahal meaning "Palace of Winds" or "Palace of the Breeze" was built in 1799 in red and pink coloured sand stone, tying in with other monuments in the city that give Jaipur the name "Pink City". (Also check out Jodphur - The Blue City)
Essentially it was a a high screen wall built so the women of the royal household could observe street festivities, peeking through the window's intricate latticework while remaining unseen from the outside since they had to obey strict "purdah" (face cover).
The palace was built in the form of Hindu god Krishna's crown and sits on the edge of the City Palace extending to the women's chambers.
It is particularly striking when viewed early in the morning, lit with the golden light of sunrise.