See the procession of sheep through the city#9 of 27 things to do in Madrid
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!