Hi, Margie, I haven't had to deal with a late arrival, but I have flown in and/or out of Madrid several times and each time I have stayed at the Urban Sea Hotel Atocha 113 (that is also the address: Atocha 113). It is a ~seven minute walk from the Atocha train station. It used to be part of the Chic and Basic hotel chain - and the new owners maintain the same stylish and minimalist character. There is a 24hour desk, the staff all speak English fluently and are friendly and welcoming, it is simple and clean, and the price is very reasonable. One year I had made reservations at the hotel for the beginning of my trip and several weeks later I made reservations for the end of the trip, and a few days later I got a phone call to confirm that I hadn't made a mistake and I really did want to make two different reservations. I was quite impressed with their attention to detail. The Spanish are late-night people and Calle Atocha is quite a busy street so there would be plenty of people around at your late arrival hour, but if you take a taxi from the airport you would be delivered to the hotel door, and getting back to the Atocha train station in the morning is easy. If the other suggestions don't work out for you, check out Urban Sea Atocha113. There is a lot to see in Madrid near Calle Atocha--so if you have the time, Madrid would be a good place to get over jetlag for a couple days. Good luck!