Time for another day trip from Madrid! Just 35 km (22 miles) away, Alcalá de Henares is best known as the birthplace of Miguel de Cervantes, author of Don Quijote—and it even has a street that traces the path of an ancient Roman trade route linking Caesaraugusta to the city of Complutum.
The first time I really feel like I live in Spain and not just visiting is when I take a weekend trip out of town. La Adrada is a small pueblo that knows how to celebrate big. With music, dancing, booze and church, this festival is fun for everyone.