I went on an academic program to Spain this last summer and we learned the hard way that most museums are closed on Mondays. We did find on museum in our guidebook that was open though... El Museo de Cera. We didn't figure out what "cera" meant until we got there... "Cera" means "wax."
We didn't want to chuck out the 9 euros to go in... but we did end up chucking out the 3 euros to take on the TREN DEL TERROR.
Wow. The guidebook said something like "It's a ride that takes you through the most terrifying scenes in the history of film!!!" Please.
It's set up like one of those hokey carnival 'haunted house' rides... first you go through the rat infested sewer... then into the dinosaur ridden jungle... then you're plunged into the darkness of outer space. Then (Madridleños must find this terrifying?) you go through the Star Wars' cantina... then you stop in the middle of a jungle war- the cars turn around, and you go halfway back the other way.
Anyone up for comic relief? The whole thing is pretty hilarious. There is an entrance in the Colon metro stop but if you're traveling some other way- it's right around the Plaza de Colon.

I remember seeing the Tren del Terror. It looked pretty corny, and it's good to know that it was right. But, at least you got some good memories.

Here's the real Tren del Terror: Bombs Rock Madrid . At least 170 people were reported killed as a series of explosions hit train stations in Madrid, Spain. There is no claim of responsibility. Police suspect Basque separatists, but a Basque leader points a finger at the "Arab resistance." March 11, 2004. See the threads Madrid bombings and Madrid bombings here.