This is a list of films whose setting is Madrid, Spain.

This film-related list is incomplete; you can help by adding missing items. (October 2021)

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• The Tower of the Seven Hunchbacks (Edgar Neville, 1944)
• The Crime of Bordadores Street (Edgar Neville, 1946)

• Death of a Cyclist (Juan Antonio Bardem, 1955)^[1]
• Uncle Hyacynth (Ladislao Vajda, 1956)
• Red Cross Girls (Rafael J. Salvia, 1958)^[1]
• El Pisito (Marco Ferreri, 1959)

• The Delinquents (Carlos Saura, 1960)^{[1][inconsistent]}
• Atraco a las tres (José María Forqué, 1962)
• The Executioner (Luis García Berlanga, 1963)

• La cabina (Antonio Mercero, 1972)
• La escopeta nacional (Luis García Berlanga, 1978)
• Ogro (Gillo Pontecorvo, 1979)

• Pepi, Luci, Bom (Pedro Almodóvar, 1980)
• Bicycles Are for the Summer (Jaime Chávarri, 1984)
• What Have I Done to Deserve This? (Pedro Almodóvar, 1984)
• Law of Desire (Pedro Almodóvar, 1987)
• Women on the Verge of a Nervous Breakdown (Pedro Almodóvar, 1988)^[1]

• High Heels (Pedro Almodóvar, 1991)
• Dream of Light (Víctor Erice, 1992)^[1]
• The Day of the Beast (Álex de la Iglesia, 1995)
• Tesis (Alejandro Amenábar, 1996)^[1]
• Open Your Eyes (Alejandro Amenábar, 1997)
• Lovers of the Arctic Circle (Julio Medem, 1998)

• El Bola (Achero Mañas, 2000)
• La comunidad (Álex de la Iglesia, 2000)
• Dark Blue Almost Black (Daniel Sánchez Arévalo, 2006)
• The Bourne Ultimatum (Paul Greengrass, 2007)^[1]

• I'm So Excited (Pedro Almodóvar, 2013)
• The Wishful Thinkers (Jonás Trueba, 2013)^[1]
• May God Save Us (Rodrigo Sorogoyen, 2016)
• Perfect Strangers (Álex de la Iglesia, 2017)
• Pain and Glory (Pedro Almodóvar, 2019)

• List of Spanish films
• Cinema of Spain
• European cinema