All dates are approximate. This is especially true of the modern arts festivals, which don't have 'traditional' days. Check local press for exact details.
January 5 Three Kings Procession through Madrid. The kids get sweets from the kings and then the following morning their presents arrive (these guys are Santa's subcontractors, you see). January 6 is a public holiday.
Festival Flamenco Caja Madrid at the Albéniz Theater (c/Paz) will showcase the best in flamenco. Exact dates unknown, though some sources say it now runs throughout the month (check at the theater).
First Sunday - The Santa Agueda women's festival in Segovia, near Madrid.
February 2-3 La Candaleria, a celebration of when Mary and Joseph took Baby Jesus to the temple in Jerusalem, forty days after his birth. Nationwide but especially popular in Madrid.
February 2-3 La Endiablada festival in Almonacid, near Cuenca, where everyone dresses up as devils.
Week before Lent - Spain's other big gay community, that of Chueca in Madrid, also goes mad for the Carnival. Andalucia is also Carnival-land, although with less of a gay input. Cadiz hosts the most famous procession. Read more about Carnival in Spain. Burial of the Sardine
Madrid 15 - April 30 Madrid en Danza - Madrid dance festival.
AprilSemana Santa (Easter) is celebrated in Madrid as in every other city in Spain, though it is bigger elsewhere.
May 2 - Dos de Mayo. Medium-sized festival (it was once bigger) that centers around the Malasaña district.
May 15 The Festival of San Isidro, Madrids patron saint. Plaza Mayor is centre stage, quite literally, for a series of concerts, after which people head out to the citys parks for a night of heavy drinking!
JuneNo events of particular interest in June.
July 14 - rampaging bulls in La Puebla de Montalban, in the mountains near Toledo.
Middle of month - Alvila, near Madrid, hosts a large festival of bullfighting and music.
July & August - Segovia is alive with festivities throughout the month, with a series of flamenco shows.
August 6-15 - local festivities around Madrid, in particular La Latina & Lavapies.
Third week - big parties in Toledo.
Last week - Giant puppet displays in Alcala de Henares.
August 25 sees festivities in La Granja, near Segovia.
August 28 - bullrunning in Cuellar, near Madrid
Second week - Salamanca has its Fiesta de la Virgen de la Vega.
September 13 Romería de Nuestra Señora de Chilla. Candeleda (Ávila). Religious pilgrimage.
September 13 Romería de Hontanares. Riaza (Segovia).Religious pilgrimage.
September 13 Romería de la Virgen de Gracia. San Lorenzo de El Escorial (Madrid). Religious pilgrimage.
September 15 Toro de la Vega. Tordesillas (Valladolid). A festival in which a bull is sacrificed in the streets of Tordesillas. The festival predates bullfighting as we know it today by a number of years.
September 20 Romería del Santísimo Cristo del Caloco. El Espinar (Segovia).
Late September Noche en Blanco. Saturday Night (around the 20th) sees a full night of free cultural activities around the city.
October 11 - November 9 Festival de Otoño, major performing arts festival in Madrid.
October 20-28 - Valladolid International Film Festival
October 23-25 Fiesta de la Rosa del Azafrán, Consuegra near Toledo. Festival to celebrate the saffron that is grown in the area. The area around Consuegra is famous for its windmills and inspired Cervantes to include them in Don Quijote.
November 1 Todos los Santos. All Saints' Day, when families visit the graves of their loved ones to leave flowers.
November 1-30 - Alcine Film Festival in Alcalá de Henares, near Madrid.
November 2-12 - International Gay and Lesbian Film Festival in Madrid.
November 9 - Almudena Day, patron saint of Madrid.
Christmas Eve Noche Buena, a major family night. Most shops and restaurants will be closed.
Christmas Day Navidad. Things will start to open in the afternoon, though you should book in advance if you want to eat.
New Year's Eve Noche Vieja in Spanish. A family affair until midnight, when everyone gathers in front of the TV (or goes to Sol) and eats 12 grapes at the stroke of midnight.