Along our walk on our last day in Madrid we stopped in the Atocha Railway station so I could show Jess all the turtles they had. If you're into turtles or like free things I suggest popping into the railway station and having a look.
The Atocha railway station was the very first train station in Madrid. The gardens are in the section of the old Atocha station. The added sections to the station make it part of the largest train station in Spain and the whole of it is called Madrid Puerta de Atocha.
The station itself is quite beautiful but the added touch of having a botanical gardens sets it apart. You could spend quite a lot of time checking out the ponds watching the turtles swim and laze under the lights.