The closest ski area to Madrid, in the Sierra de Guadarrama about an hour from the capital, sitting inside a national park. That location is the whole point, because it makes a day on snow possible from a city that most people associate with anything but.

The area is compact and mostly gentle, with a good learning zone, and it is where a great many Spaniards first put on skis. Parking is limited and sold in advance, so book it before you set out on a weekend. The pine forest and granite of the Guadarrama make an unusual setting, and the walking and climbing here are well known in their own right. Segovia with its Roman aqueduct is on the other side of the pass.