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This is the official autumn festival that takes place in Madrid every year, and is one of the most prominent Madrid October events to participate in. It is celebrated through a series of performances, acts and concerts of song, dance and theatre that take place at major venues across the capital, including Teatro de la Zarzuela and Teatro Madrid. Starting in the first week of October, the festival goes on for almost a month, so it’s a good idea to get your hands on the calendar in advance and shortlist the events that you are most keen on experiencing, to make sure that you do not miss out.