Thanks for the warning, buleterrier!!

I, too, have been approached by some good-English-speaking, well-dressed young gypsy girls asking for donations for the handicapped and to sign a petition to help them. This was just outside the Real Madrid - Santiago Bernabeu Stadium. (Mr. Steve Robinson, don't tell anyone I daftly gave them a donation. D'OH! I just did it myself!)

Good advice, too, about going through security to the AVE section to have a coffee/snack on that side. You certainly can't be too careful. I've never had that experience in Madrid, but someone did try lifting my laptop inside the Alicante Bus Station restroom while I was at the urinals. This was 4 years ago.

The common area in Madrid Atocha train station is amazing, too!! They have literally hundreds and hundreds of turtles in their swamp-land! Great photo opportunities there.

Saludos, MadridMan