For the not quite so insanely wealthy there was always the option to construct a building that only looked like it had been imported from europe[1] See just below the first picture of the actual castle in that link.

I visited the Hammond castle two summers ago and it's exactly what you would expect from a millionaire playboy inventor. Parts of it look like something from a steampunk convention.

[1]http://www.travelswithnathaniel.com/2012/07/tour-hammond-cas...