Walking back from the castle I came again upon this statue in the center of the Kornmarkt square. It is an image of the Madonna built in 1718. From the description on this page:

In the 16^th and 17^th century the Palatinate region was for the most part Protestant, yet 1685 it passed into Catholic hands. The new Elector tried to change the faith of his subjects and started religious campaigns with pilgrimages and the erection of statues depicting the Holy Virgin. For this (vain) attempt the baroque Madonna of the Kornmarkt was created by Peter van den Branden in 1718, and for quite a while, she was the centre of a Mariolatry. In the end she failed to convince many Protestants of the Catholic faith. Today she is a beautiful example of masterly craftmanship and, with the castle view in the background, one of the most popular photo opportunities in Heidelberg.

Madonna von Kornmarkt