The Carnegie Club at Skibo, Dornoch, Scotland

For a truly exclusive castle experience, The Carnegie Club at Skibo Castle is a stand-out choice. The members-only club is tucked away in the Scottish Highlands on 7,500 acres; Skibo was formerly steel magnate Andrew Carnegie’s summer home. Golfers will appreciate the chance to play the 18-hole Scottish links course, where tee times aren’t required and the holes can be played in any order. There is a relaxing luxury spa and swimming pool—based on Carnegie’s original design from the early 1900s—as well as a host of activities, including cycling, archery, hiking and fishing, all in the fresh Highlands air. One-time joining fee, $37,784; annual dues, $12,106; rooms, $1,550; 44-1862-894600; carnegieclub.co.uk.