Maybe you’ve just arrived and are ready to start sightseeing but don’t know where you’ll be staying. Perhaps you have checked out have some time to kill before you leave the city. Or (God forbid) your pension/hostel in just shady enough that you’d prefer a secure place to stow your belongings in a safer place.

Consider using a coin-operated left-luggage locker or consigna at any transportation hub. At the Madrid Barajas airport there is one in each terminal, the cleanest and most accessible being the one in the new T4 terminal. Closer to the city center, there’s the consigna at the Atocha train station (see picture). I would strongly dissuade you from storing any luggage at the South Bus Station (Estación sur de autobuses). From what I could see, you hand over your bag and it is tossed indiscriminately onto a large pile of other suitcases.

Most consignas consist of lockers that you keep the key to. You are charged for each 24-hour-period, depending on the locker size. For security purposes, many have X-ray machines and a guard on duty. To my knowledge only the airport consignas are open 24 hours; others close overnight.