Housed in the elegant but disused Delicias station, with ironwork by Gustave Eiffel, Madrid's railway museum has an evocative collection of models, old locomotives, railway equipment and memorabilia. There is also a room dedicated to clocks, including the one that marked time when Spain's first ever train chugged from Barcelona to Mataró. You can climb on the trains, have a drink in an old restaurant car or watch film footage of Spanish railways. This great museum for kids offers occasional theatre performances, a bring-and-buy market for model train enthusiasts, and more. It is located about 100 yards off the main road, behind the national railway offices.