Madrid was the capital city of Spain. (PROSE: History 101)
During the Spanish Civil War
Although Madrid was usually the Spanish capital, it was under siege from Franco's forces for the majority of the Spanish Civil War. Because of this, Barcelona became the acting capital.
During the war, Buenaventura Durruti was killed in Madrid. He died of his wounds in the Ritz Hotel.
Eric Blair wanted to join the International Brigade in Madrid. (PROSE: History 101)
Other mentions
In 1966, Steven Jenkins thought that the Doctor, Ben, Polly, and Jamie had come to the Gatwick Airport on Flight 729 from Madrid. (TV: The Faceless Ones)
In 1997, after Martians entered Earth's atmosphere, a plane which the Prince of Wales and his sons were on ended up in Madrid instead of its intended destination, London. (PROSE: The Dying Days)
Vincente Esteban and his wife Juanita were from Madrid. (PROSE: GodEngine)