Some train fares from Algeciras to Madrid can be bought for €27.70 (web only). The cheapest fares from Cordiba to Madrid I can see are €38.10. I think both daily trains from Algeciras to Madrid stop at Cordoba. So can I buy tickets from Algeciras to Madrid and get on the train at Cordoba? Or would this be un-Spanish and perhaps illegal? The English version of the renfe website is not very comprehensive and keeps reverting back to Spanish, and even the Spanish version is not very clear.

It probably depends on if there is screening at teat station or not for that particular train. Not all trains are screened/scanned luggage where they look at ticket. some trains you just go to track and get on.. ( in which case no problem) and others.. they stop you and look at ticket.

Only the AVE trains are screen and our experience is that ALL AVE trains are screened.

Both of the daily Algeciras-Madrid trains (ALTARIA) stop in Cordoba, but since the seats require reservations, you can expect to have to pass through security before boarding the train in Cordoba. I don't know where you found your pricing information, but it's cheaper to buy your ticket from Cordoba to Madrid instead of the Algeciras-Madrid ticket if you are departing from Cordoba.

Maybe they are different trains, you can go Malaga to Cordoba on Ave or Altaria (I think) for half the price and 10 mins. more.

On 4 January the 0845 from Algeciras to Madrid stops at Ronda and Cordoba. Special web fare is €27.70 on some trains. When they are all sold it seems that the price then goes to €41.60. The station price is given as €69.40 (single fare). The train number is ALTARIA 09367. This same train leaves Cordoba at 1202, but there is no special web fare, it's €52.50, clearly related to the "regular" €69.40 fare from Algeciras.
However looking at the following few days, there are some fares from Cordoba to Madrid at €26.80 and even €21. But oddly the train I want to use costs €25 more from Cordoba than from Algeciras. If I am missing something please tell me! Or perhaps Renfe prefer us to board trains at the terminus.
The 2nd train from Algeciras to Madrid also stops at Ronda and Cordoba & a few other towns, it's ALTARIA 09331, but I can't see it on the list of services from Cordoba to Madrid, probably because it gets overtaken by a non-stop that leaves Codoba 14 minutes later

This is probably like airline ticket pricing through certain departure cities. The Córdoba-Madrid portion of the train ride is a much more popular route thus allowing higher pricing.Especially those particular high passenger days (Jan. 4-5 and 6th)

Good luck.

You're right, the Altaria 09331 is missing from the list and there is no matching arrival time (20.25) at Atocha on any of the other trains. It's like something out of the Twilight Zone.

Regarding the difference in ticket prices on the Algeciras-Madrid vs Cordoba-Madrid trains. It could simply be that the Cordoba-Madrid portion of the route is far more popular than Algeciras-Cordoba-Madrid , and Renfe sees no need to offer a discount for anyone wanting to travel from Cordoba to Madrid.

Yes, thanks you two, that seems reasonable. Now I've managed to struggle with renfe.com & buy the cheap tickets from Algeciras, I am wondering whether if we do a day trip to Ronda or Cordoba, will we have to return to Algeciras to get the train or can we just get on at Ronda or Cordoba. I'm struggling with printing the tickets but it seems from other posts I should be able to do that at the station, I'll make sure I have the localizador number with me.

Should be able to do it at any renfe station at a kiosk or booth.

I know its too old. I am wondering did you board the train at ronda or cordoba with algeciras-madrid ticket. I wanted to do that and would like some input on this.

Sorry to give this answer 14 months late! But just in case anyone else is reading, no, we just turned up at Algeciras station, gave my credit card for id & they printed & gave us the tickets, no problem. (I didn't need to give them the localizador number, but no harm in having it just in case.) We only arrived by boat from Tangier the previous afternoon so had no time in the end to visit Ronda or Cordoba (but we did enjoy Morocco). And the rest of our trip went fine, including the luxury hotel-train 1st class Madrid to Paris.