Its pretty common while traveling for my best-intentioned plans to slip later and later into the night; its also pretty common for me to go through with them (even if in somewhat altered fashion) anyway. So my last night in Madrid ended up being mostly some pretty late night wandering (even through one of their parks - just like your Mom told you never to. And honestly, I wouldn't have if it hadn't been full of other people, too.) With it so warm so late into the night, its easy to understand why the city stays alive so late.
[note: apologies for blog posts before June 2009 that may not be correctly formatted]