In this web page you can find links about bars, pubs, discos and other night entertainment places, to go out and enjoy the "fiesta" in Madrid.
It's been said that just the city of Madrid has more such establishments than the entire country of Norway. It's almost impossible to be on a street in Madrid and not see a cafeteria or bar in front of your nose. On weekends it's possible to find discos to go at any hour of the day, and in the center of Madrid, any day of the week yo go to enjoy the "fiesta" you will find places to stay.
Bars and "cafeterías" usually close before midnight. They are usually good places for a few light beers or wines, together with some free "tapas" where possible. Many will have their own tapas speciality.
As soon as the sun heats up the city enough to be out in shirt-sleeves at night, many open-air terraces suddenly sprout up. Tablaos are flamenco bars or restaurants. They are often small establishments with a few tables and a small stage. Pubs serving beer, wine, "copas" and often cocktails, will open until around 2 or 3 in the morning.
If you like naturism, nudism, or swinging, visit nudist clubs.