Here's a list of Embassies in Madrid
Australia
Embassy of Australia (Australian Embassy)
Plaza Descubridor Diego de Ord·s, 3
28003 Madrid
Phone: (+34) 91 441 6025
Fax: (+34) 91 442 5362
Web: www.embaustralia.es
Belgium
Embassy of Belgium (Belgian Embassy)
Paseo de la Castellana, 18 (6)
28046 Madrid
Phone: (34) 91 577 6300
Fax: (34) 91 431 8166
Email: madrid@diplobel.org
Canada
Embassy of Canada (Canadian Embassy)
Nuñez de Balboa, 35
28001 Madrid
Phone: (34) 91 423 3250
Fax: (34) 91 423 3251
Email: mdrid@dfait-maeci.gc.ca
Web: www.canada-es.org
Chile
Embassy of Chile (Chilean Embassy)
Lagasca 88, 6 piso
Madrid 28001
Phone: (+ 34) 91 431 9229 / 91 431 9289
Fax: (+34) 91 455 4833
Email: echilees@tsai.es
Costa Rica
Embassy of Costa Rica (Costa Rican Embassy)
Paseo de La Castellana 164, 17-A
28046 Madrid,
Phone: (+34) 91 345 9622
Fax: (+34) 91 353 3709
Email: embajadade.costarica@anit.es