Madrid is a lively city, meaning that Madrid activities are plentiful and readily available just about any time of the day. And according to just about every Madrid travel guide, the city really heats up at night and the frenzy continues into the wee hours of the morning. No one really knows when the Madrileños sleep. It may be the afternoon siesta that gives them the endurance to keep things going well after sunrise or maybe it's the multitude of fuel filled foods and dishes prepared in one of the thousands of Madrid restaurants.