Madrid is the capital of Spain. It is geographically located in the centre of the Iberian peninsular, and thus has road connections to all directions in Spain and also Portugal.
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There is a bus stop just outside the metro station San Cristobal (on line 3, or the "yellow" line) that is good to hitch from (make sure you're on the correct side of the road). There is nowhere else to pull over for several kilometers back toward the city. This same road (Av. de Andalucia) leads South, toward the entrance to the Autovía del Sur highway, which goes to Córdoba and Algeciras. Not far from the entrance to the autovía (maybe only about 5 or 10 km down) is another petrol station. So, you don´t even need to find a ride that is going very far from this point, because you can simply ask to be dropped at the next petrol station on the Autovía del Sur.
There is a small service station Estación de Servicio Repsol with a McDonalds in Pinto. Take the train C3 from Sol (or other stations from Central Madrid), should cost nearly 3 euros. Then get off at Pinto. Walk eastwards through several streets towards the motorway, via Avenida Isabel La Catolica. It's around 1.5 km. Once in the service station, ask people. Apparently, there are a lot of people going through towards Morocco, so you might get a long distance hitch towards south (although sometimes cars are packed). It might be better than alternative 2 which has little/local traffic
Another option is taking the train C3, which leaves from Sol, to the Station Valdemor. The ticket should cost 3,30 € and it takes 30 minutes to get toValdemor. Get off the train and walk downPaseo de la Estacio, take a slight left onto Calle República Argentina(the road right next to the highway) take a right to followCalle República Argentin. After 100 meter turn left onto Av de Andalucia and follow it until you get to the Cedipsa Compañía Española Distribuidora de Petróleos S.A. petrol station. In total it is a 30 minute walk (going uphill). The petrol station is right next to the highway. There is also a big truck stop. The station has mostly local people (as it has a car wash) and is usually quite empty, but you will find somebody (going to Ocana) who will take you to the next service station.
In any case, try to get to the Sesana service station, it's on the motorway 4, between Valdemoro and Ocana. Although it is small, it has a restaurant, and unlike other service stations in the South of Madrid, you will find long distance rides there (Granada, Cordoba) with some patience.
Take the metro 9 in the direction Arganda Del Rey (it costs 1 euro for regular zone ticket + 1 euro for extra zone, you have to buy 2 different tickets) and get off at the stop Rivas Vaciamadrid.
Go out of the station, on the right pass under the bridge to the roundabout. You'll see some steps that lead to a bridge over the motorway, on the left there is a petrol station + an motorway onramp. Combine using a sign with asking people and be patient.
Hitchhiking between Madrid and Barcelona is fairly easy, but there are multiple options
Take the Renfe train number C7 direction Alcala de Hernares or C2 direction Guadalajara from Atoche. Get out on the station named La Garena. When you get out of the station, go right to Av Juan Carlos 1. It later continues in Av De Europa. Then follow the signs saying A2 Zaragoza, and find the Galp petrol station. You can access it from the industrial area right behind it.
From here you can find a ride to the Cepsa petrol station a little further at km 40, where there are better chances of longer rides.
The San Fernando hitch point. Take the train from Atocha in the direction Alcala de Henares or Guadalajara until the station San Fernando near Madrid. The train ticket will cost 1.45 euro. Behind the San Fernando train station there is an entrance to the motorway where you can easily hitchhike.
Take the metro to the station Pinar de Chamartín (1 euro). Walk on the street Calle Arturo Soria, cross the M-11, follow the street Camino de la Fuente de la Mora, then turn left at the Avenida de Manoteras. You can stay directly in front of the train station. There is a traffic light and the cars can stop there, more or less. There is a Cepsa petrol station on the left 300 meters further
Once out of Madrid, safest idea is to request lifts to the various service stations, and simply approach people who drive in and politely ask them for a lift.
Take the metro to Hospital Infanta Sofia on line 1. From this metro station you can walk ten minutes up the road to a Shell petrol station on the side of the E5 heading north. From the metro station follow the road Paseo De Europa for 800m.
Northwest towards Galicia
Take metro line 3 to Moncloa. On one of the underground levels of the metro/bus station, take bus number 162 to stop 'Av. Padre Huidobro - Argentona', located on route A6 in the direction of La Coruña. You'll pass a Estación de Servicio Repsol - when you get off the bus, walk back down the road about 1.4km to reach it. There is a pavement followed by a foot-trail, so you don't have to walk on the road. Not a big garage but there's a steady trickle of drivers.
West towards Portugal
Take metro line 6 to Alto de Extremadura and then go to the Cepsa service station on Avenida de Portugal 16, which is the A5 highway. Most traffic is still staying in the city, be patient and persistant. From here you can look for a lift to the petrol stations mentioned in Option 2 (very close by) or Option 3, or, even better, to the one at km 48 down the A5 (right before Las ventas de Retamosa, exit 49 ). Apparently if you walk 5 minutes down the road on the left there is a place that serves free food at 12.00 pm.
Take metro 10 or 5 to till Casa de Campo and walk to Repsol Batan gas station, on Carretera Extremadura (A5 highway). Same chances as in Option 1, with most traffic still staying around Madrid.
Take a metro to Hospital de Móstoles (line 12) and walk about 1 km through end-of-suburbia fields to Autovía del Suroeste next to A5 highway. There is a good Estación de Servicio Repsol petrol station with a Burger King close to Móstoles. You'll enter through the petrol station direction Madrid, and take the bridge to the other side of the highway, direction Talavera, Merida, Badajoz, Portugal.
Get to the service station Repsol R-5. You would have simply take the metro line 1O to Puerto Del Sur, about 30 minutes riding away from the city centre, and then walk a kilometre or so down Av Leganés passing McDonalds, splitting off to the petrol station as you can see here
Madrid has a very extensive well - connected metro system that can help you get in and out of the city; a single metro journey is 2 Euros, and a ride on the cercanías should be between 2.50 and 4 euros. If the guard is not watching, or if the metro station has two entrances, you can usually jump the turnstiles. Once inside, there are few controls. The cercanías, however, have barriers at the entry AND the exit.