A quirky activity and one of the best free things to do in Milan. Guerrilla dance parties are organized every Saturday night in the square opposite Palazzo Lombardia, close to the Gioia M2 stop. The trend started about seven years ago, as a response to Milan's outrageous club prices, and as a way for ballroom dancing and tango aficionados to meet. You'll find no techno or house music at Mazurka Klandestina events - instead, there's folk music from all over the world. Events usually start around midnight, and there's no charge. Just rock up and start dancing!