Madrid is the capital of Spain.
In season 5 "The Horizon" Sidney meets Renee in a square in Madrid. She is captured here by Doctor De Santis.
Madrid also had the headquarters of SD-8 (The Alliance)
The population of the city is roughly 3.3 million (as of December 2009); the entire population of the metropolitan area (urban area and suburbs) is calculated to be nearly 6 million. It is the third-most populous municipality in the European Union after Greater London and Berlin, and its metropolitan area is the third-most populous in the European Union after Paris and London.