If you are travelling to Madrid from inside Europe, you might want to consider taking a train, especially if you own a Eurail Pass. But even without it, traveling to Madrid by train is affordable. If you are coming from either France or Britain, it is advised for you to make sleeper reservations in advance, especially if your trip is scheduled on a peak season such as summer. Taking trains from most of Europe to Spain, particularly in Madrid, would be a long journey; thus, these sleeper reservations are mandatory.
If you are looking for the fastest and most comfortable trains going to Madrid, your choices would be TER, AVE, ALTARIA, Electroten, and TALGO. However, because they are the fastest and most comfortable, ticket prices are a bit pricier than regular trains.
There are two major railway stations in Madrid. Trains arriving from Paris and London will sometimes head to the interconnecting station in Chamartin, but most of times, they head to the Atocha Station (Address: Av. Ciudad de Barcelona). From here, trains connect to the eastern and southern Spanish destinations. For information about the connecting trips in Spain, you can call RENFE (Phone: 90-224-02-02), which takes charge of the Spanish railways, daily, from 7am to 11pm.