Madrid certainly has no monopoly on rude drivers (read: LA). It's only sad when you're the guy waiting to get out. Other than that, it's hilarious!
I remember a Seat 1500 almost running over my toes as I stepped into a "crosswalk" in Segovia. I gave his rear quarter-panel a thump with my fist, and he stopped to "have it out with me". When he got out of the car he noticed how much larger than he I was and thought better of his decision to mix it up with me. This, of course, leads to another generalization: In the U.S. people are more physically aggressive and tend to back things up, even if they're the small dog in the fight. In Spain I've noticed that by showing some aggression, you can back most everyone off (being about 4" taller than most men in Spain doesn't hurt either, I suppose.)
Here's another fun one: How many of you have enjoyed the "fruits" of some dog's labors while out walking the streets of Madrid? I've noticed that compared to all the walking I do in my own hometown, the incidence of "land mines" or "meadow muffins" is higher in Madrid. Is cleaning up after your pet less of an issue in Madrid than it is where I'm at?
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Ongi etorri!