The Shrine chapel at the apparition site in Prado Nuevo, Spain has been demolished by the local government of Madrid (El Escorial). Prado Nuevo is the site of the alleged apparitions of the Blessed Virgin Mary to a local woman, Luz Amparo under the appearance of Our Lady of Sorrows. She requested that a shrine be built here.
We don’t know the reason for this action, but it seems that it is very drastic since the Bishop had long-ago approved the building of the chapel and it had existed there for quite a few years with no problems, so there is bound to be more to the story.
You can read more about the reported apparitions and the shrine here.