Full steam ahead in arty Atocha
If you do arrive by train, it’s a pretty exciting place to arrive to. The Reina Sofia has some bona-fide masterpieces inside. Picasso’s Guernica, for example. The Thyssen and the Prado are up the road. Nearby are Retiro Park, the tapas-tastic Letras area and Kapital - with seven floors, the daddy of all Madrid clubs.