If you visit Madrid, take at least a morning to visit the National Archelogical Museum.
The museum traces the anthropology of the Iberian peninsula from stone age prehistory through the present time with an innovative and expertly curated series of exhibits, including some well-produced videos and stunning collections of artifacts. (The museum also includes a fine Egyptian exhibition and an extensive Greek exhibit from the museum’s archaeological digs in the late 1800s. The museum itself was founded in 1867.)
The exhibits are based on the movement of peoples around the Iberian peninsula through time, told through videos, artifacts, and maps. Highly recommended. A few images follow.