Our flight attendant on the flight in was originally from Madrid and recommended a place for authentic Flamenco dancing. ESSENTIAL FLAMENCO - Google it! They perform in a brick cellar that seats about 50. It was a cold, rainy weekday night and there were 10 of us in the audience. They played to us like we were 10,000. All acoustic.. they absolutely blew us away. It was SO fun! MUST GO if you're ever lucky enough to be in Madrid.