Madrid now has direct high-speed trains from half a dozen French cities. Most passengers coming from the north (including travellers from London and Paris) route through Barcelona (which is just 2 hrs 30 mins away from Madrid on the fastest trains). London to Madrid by train is feasible in a long day – it takes just under 14 hours, routing via Paris and Barcelona.

Most long-distance rail services to and from Madrid run from Atocha station (referred to in some timetables and on many maps as Puerta de Atocha). This is the jumping-off point for the high-speed trains to Alicante, Barcelona, Córdoba, Málaga, Seville, Valencia and Zaragoza. A second station at Atocha, called Atocha Cercanías, serves local trains and a few long-distance services to western Spain. Another major rail station is Chamartín in the northern suburbs of Madrid. It is the departure point for journeys to Bilbao, Salamanca, San Sebastián, Irun and cities in Galicia. All night trains from Madrid leave from Chamartín. These include the overnight sleeper services (branded Trenhotel) to Lisbon, Vigo and Santiago de Compostela.

Spain’s bustling capital is a place for Bourbon style, serious culture, sport aplenty and some of Europe’s best bars and cafés. As the hub of Spain’s impressive high-speed rail network, devotees of Spanish rail travel inevitably return to Madrid time and time again. It’s a wonderful city, a place that deserves a week or more, but even an overnight stay is enough to catch the flavour of Madrid. Do it once, and you’ll be hooked. in 2019, Madrid's celebrated Museo del Prado is marking its bicentenary. Those less inclined to art might head instead to Madrid's excellent Museo del Ferrocarril (Railway Museum) located at the old Delicias station.

There are many superb day trips from Madrid by train. Favourites include Toledo, El Escorial, Ávila and Segovia. Some of these rely on local trains (which don't need to be booked in advance), but other destinations (eg. Toledo) are served by high-speed trains where advance booking is advisable and on peak days an absolute necessity.