La Pedriza

This is a natural park in the Sierra of Madrid near Manzanares el Real . If you're in shape, you can also cross through it by climbing up to the Bola del Mundo mountain from Puerto de Navacerrada (train station) and then following the Manzanares River all the way to Manzanares el Real (bus station) in about 8 hours. It's well worth the effort.