There’s not a lot of downhillers in Madrid. Send an email to Jörge from lachicadelacurva skates (www.lachicadelacurva.es; jorge(@)lachicadelacurva.es) which likes to DH.
For crusing, carving and slalom, every sunday morning you´ll find the local crew at Paseo de Camoens (Parque del Oeste). Rest of the week, the usual spots are Cuesta Angel Caido at the Retiro Park and Cuesta de Moyano, also nearby.
And if you are planning to stay for a long time in Madrid, consider becoming a member of Madrid Old Skool Skaters association (www.mosclub.es). They organize contests, get togethers and events around anything longboard and old school.
Y aprende algo de español, que lo vas a necesitar! :-)