Yes, we do, you can find it at
http://www.anden1.org (sorry, only in Spanish by now).
The association is still young (next month, it'll be one year old) but its aim is to discuss about the Madrid Metro (and other public transportation networks both in Madrid and in Spain) in
Andén 2, our discussion forum (opened to everybody), to contribute to enhance the madrilenos' knowledge of the Metro and its History, and to propose solutions, improvements and changes to make even better our beloved Metro.
Edit to add that next Sunday we'll be going together to explore the brand new leg of the Madrid Metro (Line 10 from Fuencarral to Hospital del Norte, 11 stations). We are going to meet at Fuencarral station at 11am, and will be pleased if anyone of you wants to join us. And so will do on Wednesday to celebrate the arrival of Madrid Metro Line 8 to Airport T4.