The sights are the Hindu gopuram tower-gates of the south , the temples of Varanasi ( Benares ) , the cave monasteries of Ajanta and Ellora , the beautiful and erotic sculptures of Khajuraho , the splendid marble palaces , fortresses , and mausoleums of the emperors and maharajas in Delhi , Agra , and Rajasthan , the colonial government buildings in New Delhi , or the unusual style of the Gothic-Oriental railway station in Mumbai ( known until 1995 as Bombay ) .
Cave monasteries exist in both Ajanta and Ellora .