1. 8 Nov. 1520: Will of Cardinal Bibbiena, in which he leaves a Raphael Madonna described as "a square canvas with the figure of the Blessed Virgin, which the testator enjoyed in his bedroom.." to Baldassare Castiglione.
[Lothian: PhD thesis: pp. 184/5]

2. 29 Dec. 1520: Baldassare Castiglione letter to his mother in Mantua, accompanying a "painting of Our Lady by the hand of Raphael", imploring her to keep the painting secret.
[Lothian: PhD thesis: pp. 182/3]

3. 1524: Baldassare Castiglione sent to Spain as Apostolic nuncio and takes with him his portrait by Raphael – and presumably other precious items, such as the Raphael Madonna.
[Lothian: PhD thesis: p. 206]

4. 1529: Baldassare Castiglione dies in Spain and his Raphael portrait – and no doubt other prized possessions such as the Madonna – are returned to his next-of-kin in Mantua.
[Lothian: PhD thesis: p. 206]

5. Aug. 1588: Camillo Castiglione (son of Baldassare) writes to the Duke of Urbino’s minister, offering his father’s Raphael portrait to the Duke.  Offer likely to have included the Raphael Madonna.
[Lothian: PhD thesis: pp. 206/7]

6. ? 1588/9: Madonna (with portrait) likely to have arrived in Urbino but because of earlier desire for secrecy, has no accompanying attribution.  Urbino cataloguer gives Madonna to Palma Vecchio – "Venetian art is indebted to Palma for certain pictures of beautiful women in half-length figure, not portraits, but figures of highly ideal forms, looking out to the spectator with a somewhat sensual expression".
[Williamson (ed): Bryan’s Dictionary of Painters& Engravers: George Bell & Sons: 1910: vol. IV: p. 58]

7. 1631: On cessation of Urbino Duchy, inventory by Pelli of "good pictures" brought to Florence (Uffizi) in 1631 from the wardrobe of Urbino.  Number 25 in the Inventory: "Palma Vecchio - The Madonna, large, on canvass. Not found".
[James Dennistoun: Memoirs of the Dukes of Urbino illustrating the Arms, Arts & Literature of Italy, 1440-1630: ed. Hutton: vol.III, App. XIV: p.445]

8. 1634-6:  Cardinal Francesco Barberini undertakes policy of 'persuasion through art', seeking devotional pictures from Italian collections to gift to Queen Henrietta Maria for the advancement of the Catholic cause in England.  As the Queen is a Medici by birth, a prime source is the Medici collection at the Uffizi Gallery.
[Lothian: PhD thesis: p. 219]

9. 30 Jan.1636: Delivery of a number of pictures ("several excellent pieces of painting of the best hands of the present and last century") by gift from Cardinal Barberini in Rome to Henrietta Maria, attended by King Charles I and courtiers.  Queen questions the lack of devotion in the pictures – possibly because haloes have been removed or are not shown (as in the Tondo), due to extreme religious sensitivities in London.
[Panzani, G: The Memoirs of Gregorio Panzani, giving an account of his agency in England in the years 1634, 1635, 1636: 1793: pp. 250-1]