Tacubaya is a Mexico City neighborhood and a former city in its own right. As such, it's a universe of its own. The sites below are intended to guide you on a walking tour.
The ancient city of Tacubaya was inhabited from about 450 BCE. As the area was mostly known for its strategic access to fresh water, there's little doubt that it changed hands multiple times.
Originally called Acozcomac, it was later renamed Atlalcuihaya, meaning “where water is gathered” in Nahuatl. "Tacubaya" is the Hispanicized version of this same name.
For most of the colonial period, and well into the 19th century, Tacubaya was a suburban town, albeit, an important one. The "Plan of Tacubaya" was the original government reform law which triggered the Reform War of 1858. The city was even renamed "Tacubaya of the Martyrs" in honor of the many people who fell in that war.
Tacubaya wasn't really subsumed into the greater urban agglomeration until well into the 20th century. And then it was done with many of the setbacks and poor planning decisions that beset other great urban projects of the time. Don't let the traffic turn you away.
Any Tacubaya walking tour needs to emphasize caution in crossing some of the biggest and busiest of avenues here. But don't be overwhelmed too soon. There's a lot to look at.