Every year flocks of sheep pass through the central streets, where they are greeted by the locals.
You should come to Madrid in the middle of autumn. Every year, at this time of year, the shepherds go with their sheeps through the city center, driving them out of the Castilla-León in the Extremadura, and lead them back to the spring. Thus the shepherds let us know that they have full right to use the royal road as they please.
Procession of the sheep begins at Casa de Campo. Moving from the Cuesta de la Vega, they run to the Plaza de la Villa. At 10:30 to 11:30 am there they have a reception, and after that they go to Puerta de Alcala.
For each inhabitant of Madrid the procession of sheep is a real holiday, and you should look at it!
More things to do in Madrid
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Try Cocido Madrileño
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Ride cable car Teleferico
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