The Reina Sofia is best known as the home of Pablo Picasso's famous and larger-than-life 1937 painting Guernica, created in response to the bombing and destruction of the Spanish town of the same name. So many other famous works here too, wow.
The Museum of the Americas holds a wealth of archeological, artistic and ethnographic artifacts from different cultures on the American continent from prehistory up to now. Learning about the former colonies is very interesting, I recommend it!
The station opened in 1880, but closed down less than 100 years later in 1969, opening again in 1984 as a museum. Exhibits include the restored locomotives, model railways, railway equipment, film footage and plenty of memorabilia. Perfect for kids!