When you ask about what can't you buy here in Spain (Madrid), are you asking for the short or long haul? For the short haul you can deal with what is missing. If you are going to be living here, you can't bring enough of what you'll miss any way so it's no use worrying about it. No Crisy Kreme, settle for churros and Dunkin Donuts or a couple local brands! Who cares about Bud, it's in many markets, but if you prefer the weaker flavored beers, there are certainly Spanish alternatives for less. Flour tortillas here leave a lot to be desired and I haven't found a good source yet for good corn ones, so fresh Mexican tortillas are terrific if you are going to visit someone who likes them. Haven't tried the local bagels yet (I think the place is near Alonso Martinez Metro), but just got a nice delivery of two dozen from a Chicago visitor last week (and burrito sized tortillas).