It's there but scattered. I'd start with Recoleta. Do you know where the French embassy is? Start there. You'll see the impressive French embassy building (belle epoque style) as well as the Brazilian embassy -- both these embassies are former private mansions. On the other side of the plaza you'll see the handsome Jockey Club building. Walk down Cerrito toward Posadas and you'll pass the mansion of the Four Seasons Hotel, another former private home. If you are specifically looking for mansions and grand 19th century buildings you will not want to miss the Palacio Duhau which is now part of the Park Hyatt, splendidly restored at least on the exterior. Inside is restored or remodeled with some garish furniture but still impressive. Next to the Palacio Duhau is another former private mansion, this one now the Apostolic Nunciature, i.e. Vatican embassy. Walk down Avenida Alvear and you will come across the former Polo Ralph Lauren building, another former mansion. I believe Raph Lauren have gone though. There are various Petit Hotels or town houses on mansion scales in the neighborhood - some now hotels. There is more. You will have to explore. If you want to see one of the finest former private mansions, take a look at the American Embassy Residence on Aveinda Libertador or the Museum of Decorative Arts on Libertador in Recoleta. The latter is a museum now. All of these will give you an idea of the great wealth that BA had at the turn of the 20th century. On the Plaza San Martin you can see the Circulo Militar, an army club that was once a former private home. An Amazing mansion. Turning to commercial buildings, go for a tour of Aguas Argentinas on Cordoba. This massive building was erected by the British with almost all of the extraordinary building materials imported from Europe. Unfortunately zoning in BA responds to money and profit with little respect for history and culture so there is a clash of fine architecture and appalling commercial and residential construction from the last few decades. Many fine homes have been torn down but quite a few remain. A look at the massive British built railway stations is also a must -- while in Recoleta walk to the Retiro area and take a look at the cluster of train stations, each with its own train shed in the style of those in London or Paris. You might also want to walk down Calle Arroyo from Pellegrini (9 de Julio) to the end. It is one of the most charming streets in the city with several notable buildings including the lovely little church Madre Admirable. Not to be missed is the recently restored Teatro Colon. Finally walk around Puerto Madero.
This is just a start. There s a lot more but you will have to get past the regrettable uncontrolled growth of the city that has, to a large extent, detracted from a sense of architectural continuity.