We'll be spending Sat night, Sunday and Monday in Madrid in May - what's open on a Sunday or what do you suggest doing?

The Prado Museum is open. One of the best collections of Hieronymous Bosch to be found.

www.museoprado.es

Sunday is a free entry day. Mondays the museum is closed.

I suggest you go early. The crowds became uncomfortably thick in the afternoon when I visited on a Sunday at the end of September way back in '99. So thick that I left and paid to return a few days later.

There's always the giant flea market although I woulnd't pass up a visit to the Prado to go to that.

Your message is not on the Spain forum, just Europe.

After the Museo del Prado you could walk (15-20 minutes) to the Puerta de Alcala entrance to Retiro Park: Sundays, there are all kinds of musicians and mimes performing along the broad pedestrian walkway between that entrance and the 'pond.'
11:00 AM to ??

You can also do the Thyssen and the Reina Sofia museums. The thyssen is closed on Mondays.
The Royal Palace is also open on Sunday and Monday.

Most Madrid museums are open on Sundays (the typical closure day is Monday). In addition to ones already mentioned, these are also open: the Convento de las Descalzas Reales; the Museo de América; Museo Cerralbo; the Army Museum; Museo Lázaro Galdiano; and the Museo Nacional de Artes.

Also open Sundays is El Escorial (a nice daytrip from Madrid), a former palace.

Also, the bullfighting season starts in mid-May. If you've never seen a bullfight, it is a fascinating cultural experience. Bullfights are held Sundays in the early evening.

On Sunday in Madrid you can go to the "Rastro", is a market which is opened only on Sundays, and there you can find everything, clothes, furniture, music, flowers...It's near the city centre (Underground La Latina)and it's opened until 2 or 3 p.m.
Also you can go to the "Retiro", it's the most important park in Madrid, and it's very near the Thyssen, the Prado and the Reina Sofia Museum. In the Retiro you can walk, and see the "Crystal Palace", and the "Angel Caido", which is the only statue dedicated to the devil in the world.
So the Rastro market and the Retiro park.

A general FYI to check your dates -- Sunday the 15th is San Isidro in Madrid. I think last year when we were in Madrid EVERYTHING was closed on the 15th (even El Corte Ingles -- gasp.)

I can't direct you to any specific site to check this, but you can start with a look in your guidebooks, they usually note the particular holiday closings or if not they may show the websites for different attractions.

A stroll through Retiro park is always a lovely thing to do on a Sunday in Madrid.

Thank you Molloy, but we'll be there May 28th to 31st, so should miss that problem. There don't appear to be any holidays in spain then.

A big thank you to all who've helped me on this!

I second Retiro Park. Wonderful place!