Over the last several years, Madrid's river redevelopment has really come together. What used to be sludgy is now sparkling, with walkways and bridges intertwined along the river, with kids playing, people jogging and chatting. A great place to get away from the crowds, even in the winter. Tourists don't really know about it, which makes it even better.
Go at sunset so you can watch the lights of the city come on and the moon rise. Start on the south side, by the new Matedero arts center and move your way up north to the Royal Palace. Delightful way to spend an early evening.
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A stretch of beautiful park
Along the Manzanares River in Madrid, out of the busy center of the city is a 6 mile long park known as Madrid Rio.
Along the way one can find cafes, recreational sites and a really interesting fountain that doubles as a 'cooling down' area for over heated tourists and locals.
At one end of the park is the Estadio Vincente Calderon, home of the soccer team - Real Madrid.
This is a part of the city that seems to lack tourists, so keep it to yourself.