Many scholars have doubted the existence of either King David or King Solomon, at least with the wealth, power, and prestige that scripture conveys. Apparently, there has been scant archaelogical evidence of such a glorious kingdom.
But according to the New York Times, Eilat Mazar may have found King David's palace. At the very least, she has discovered a major building that dates back to the 10th century BCE. Read the article here. (You may be required to obtain a free subscription.)