Mostly ruined 12th century castle with later additions, including some fine Tudor apartments. The castle was besieged by Parliamentary forces during the English Civil War and slighted after it was taken. The castle's history actually takes you on a nice journey through the last 1000 years or so and the town of Helmsley itself is a delight. It is possible to walk to Rievaulx Abbey, and back.
While you're about it you might want to check out the English Heritage Archaeology Store, which is in the same town - booking for the latter is essential.