Are there cinemas in Madrid showing Spanish films with English subtitles? I'm asking because when I was in Paris I saw Amelie and being in Paris made the movie that much more interesting. I'd like to get a similar experience in Madrid but I don't know any Spanish.

I don't think there are such cinemas anywhere in Spain. Either they show foreign films dubbed into Spanish or in the original version. I've never heard of Spanish films subtitled in a foreign language shown in a cinema.

You may want to try Séptimo arte - Cine digital. They are specialised on DVDs and they rent them. DVDs sold in Spain are dubbed and subtitled in several languages. However, I can't tell you if it's the same with the Spanish films. They should know more about the subject.

I too haven't seen English subtitles in an Spanish movie. Who knows, maybe you could try in places where there are English or American students like St. Louis University.