At the heart of the Castilian plateau, far from the coastal towns and ports of Spain, sits the great city of Madrid. Perched some 2,200 feet above the distant sea, it is at once the loftiest and also the most enigmatic of Europe's capitals: hard to decipher for the Spanish and for foreigners alike. Its intense character and the abrupt manner and hectic lifestyle of the Madrilenos can make even other Spaniards feel exhausted. Yet, Madrid has a rich...