In Spain banks and shops are closed on public holidays. Don't bother trying to visit smaller Mom and Pop stores on a Friday or Monday if the public holiday is on a Thursday or a Tuesday respectively. Most Spanish people take advantage of this to take a '"bridge day" (puente) to allow them a four day long holiday.

The 2009 Nation public holidays in Spain are as folllows:

 

January 1 - New Year's Day (national holiday)
January 6 - Epiphany (national)
March 19 - Fathers Day (Día del Padre)
April 9 - Easter Thursday (Madrid and others)
April 10 - Easter Friday (national holiday)
April 12 - Easter
May 1 - Labour Day
August 15 - Feast of the Assumption (national holiday - "Asunción de la Virgen")
October 12 - Spain's National Day (national - called Día de la Hispanidad)
November 1 - All Saints Day (national holiday)
December 6 - Constitution Day (national holiday)
December 8 - Feast of the Immaculate Conception (national holiday)
December 25 - Christmas Day (national holiday)

Here are some holidays for Madrid only (la Communidad de Madrid)

May 2 - Fiesta de la Communidad
July 25th - Santiago Apostol (Patron Saint of Spain)
May 15 - San Isidro (Madrid capital)
September 9 - Santa María de la Cabeza (Madrid capital)
November 9 - Almudena (Madrid capital)