Gran Vía is the boulevard Madrid drove through its own medieval centre between 1910 and 1929, knocking down streets to build a single grand avenue of banks, cinemas and the city's first tall buildings. It's a museum of early-twentieth-century ambition that you walk in a straight line — barely two and a half kilometres, best at dusk when the signs light up.
Start at the Edificio Metrópolis, the winged-Victory dome at the Alcalá corner, and walk west with it behind you. Pass the Edificio Grassy and its clock, then the Telefónica tower of 1929 — Madrid's first skyscraper, shelled in the Civil War and still standing. The boulevard rises to Plaza del Callao, the square of the cinemas, where the neon is loudest and the Capitol's Schweppes sign has glowed since the 1970s. Go up to an azotea bar for the view back down the avenue.
The walk lands at Plaza de España, below the 1950s Edificio España, replanted and reopened in 2021. Cross to Cervantes; the Metro is at your feet.