When the Marquess of Cholmondeley inherited Houghton Hall, the Palladian palace by Colen Campbell and James Gibbs, he started rootling through the cupboards and drawers.

In one drawer, he found a treasure map — the original picture-hanging plan for the house, as built by his ancestor Sir Robert Walpole, Britain’s first prime minister. The only problem was, he didn’t have the pictures any more — Walpole’s cash-starved grandson had flogged them to Catherine the Great in 1779, in a sale arranged by James Christie, founder of the auction house.

Now the best pictures have been brought back, mostly from the Hermitage, in a show (until 29 September) that is less an exhibition, more a recreation. Rooms, expressly designed for the paintings, have been renovated to welcome back their old friends.

In the most moving reconnection, a portrait of Grinling Gibbons measuring a Bernini bust, by Sir Godfrey Kneller, has returned to the Common Parlour  for the first time in nearly 250 years. Other pictures include a van Dyck of Inigo Jones (above), an unusual Poussin of a near-life-sized Holy Family, and a Velázquez head of Pope Innocent X.

There is a feeling of a great clicking into place. Everything else from Walpole’s house has survived — the sculpture, William Kent’s chairs and the tapestries, their luminous colour preserved by decades when the house was sealed and mothballed. Now the final piece of the jigsaw has returned.