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I worked out a really nice 5 km (3 mile) run from my hotel (Carlos V on Maestro Vitoria 5) a couple of blocks from the Puerta del Sol. I took the Calle Mayor to Puerta del Sol, then Calle de Alcala past Placa de la Cibeles (with its beautiful fountain of Cibele), then past Placa de la Republica to the Park del Buen Retiro (because it was still dark at 7 am and the park looked deserted and I was running solo, I didn't run in the park itself), then down the Paseo del Prado past the museum to the end of the Paseo, then back up to the Fountain of Neptune (in front of the Palace Hotel, where I'm sure you could go to the bathroom), then on Calle de San Jeronimo back to Puerta del Sol. On a Sunday morning the streets were full of 20-somethings who were not running: they had apparently been up all night. Madrid, they say, is the "city that never sleeps".