The first time Jay and I visited Spain in 1994, we were struck by how Madrid, Barcelona, every place on our itinerary possessed a surprising blend of formality and madness. (Almodóvar doesn’t make things up for his films; his quirky touches exist in real life. Well, some of them.) A finely tailored and coiffed elderly señora might be walking her dog along the avenida, passing as she does a neon-colored public sculpture of screaming nudes wielding automatic weapons. She doesn’t bat an eye. It’s Spain. Seen here, the busy glorietta in front of the beautifully restored 19th-century Atocha train station with its entire wall of iron and glass, letting light in during the day, glowing from its heart at night. And there, right in front, amidst the whizzing traffic of cars and motorbikes, a 21st-century sculpture that proudly, defiantly takes its place right along with it. No explanation. We love Spain.