There is a private school with posters up all around Madrid, but I cannot for the life of me remember the name. I am not sure if they teach animation. They teach just about everything else. You might ask around in some art supply stores, like M&M on the street running into Calle Jeronimo at the park in front of the Palacio des Deputados (National Assembly), or any number on Calle Hortaleza north of Grand Via. The school is somewhere about one block north of Grand Via in downtown, and if anything they should be able to give you some direction. Next time I see their poster I will copy down their information and pass it along to you.
Good luck in your search,