Madrid:
Roller blading in Spain was popular some years ago. However, when I skated, my friends and I practiced off-pist and urban skating (there were some small urban rinks in my city, but I they're abandoned now).
You've got lots of indoor facilities in the UK and Ireland, but I think it's mainly beacuse of the weather. Nowadays, there are lots of people who practice roller hockey instead; but you've got to either be member of a club or of a soprts centre.
The other possibility is to practice off-pist or ice-skating
.
I think there was one Rink in Boadilla del Monte, Madrid, but it might be a little bit far away and I don't know neither where it exactly is or if it's still in use.