Most of my friends think of Madrid as an arid, hot city, and it is for much of the year. But it's also perched on the Meseta Central, the central flatlands of Spain, against the edge of the Sistema Central, a mountain chain that runs across -- you guessed it -- the center of the Iberian peninsula, just north of the city of Madrid. During winter and spring, the mountains are beautifully covered in snow and plainly visible if you can get just a little above street level in the city.
Specifically, you're looking at La Malicosa, a 2,227m peak, from the third floor of a building overlooking the Palacio Real.