I'm not sure about your place, but "La Trucha" on c/Nunez de Arce has some pretty tasty smoked salmon, also some of the best fried calamares I have ever had. I have had the assorted canapes several times (caviar, smoked salmon, smoked trout, anchovies). Always good!
I have also noticed a Norwegian salmon place just west of Pta del Sol on c/Arenal. I've never been there though.