3 Best Places to Shop in Carabanchel, Usera, and Latina, Madrid

Generously stuffed empanadas—double-crusted Galician pies stuffed with any range of meats and seafood—make terrific picnic fare, and Zabala (est. 1967) makes consistently sublime ones. Take a few slabs to go and savor them under the cherry trees in the nearby Parque de la Cuña Verde de Latina.

Sabrina Amrani, the Algerian-French gallerist behind this hangarlike art showroom, is also the president of Arte Madrid, the city's top art gallery association. She put Carabanchel on the contemporary art map when she opened this blindingly white space in 2011. Expect an array of experimental conceptual pieces from Europe, Asia, the Middle East, and beyond.

The newest modern art gallery Madrileños can't stop talking about is Veta, situated in the scruffy Comillas neighborhood. Clocking in at 13,000 square feet and presided over by a young Cantabrian curator, it houses hundreds of Spanish and international works including photography, sculpture, and paintings.