These are large centers where you can find all types of products of all brands. You can get clothing, food, footwear, sports supplies, etc.

The most well-known department stores in Madrid are:

El Corte Ingles
Marks&Spencer
Alcampo
Pryca

These are large centers filled with smaller independent shops. They offer a wide variety of articles. Some examples are:

ABC Serrano
Jardin de Serrano
La Vaguada M2
La Galeria del Prado
Moda Shopping

Besides the classic food markets that are found in any Spanish town, we can name some other notable markets:

El Rastro: The market of excellence in Madrid. It takes place every Sunday morning between Plaza del Cascorro and Puerta de Toledo. In it you can find all kinds of articles: antiques, second-hand clothing, jewelry, CDs, animals, etc.

Book Market of la Cuesta de Moyano: Open year-round, adjacent to the botanic garden. You can find new, used and discontinued books.
Philately and Numismatics : Find stamps, coins and currency every Sunday morning in the Plaza Mayor.

There are also other seasonal markets such as the booths on Plaza Mayor that sell Christmas items, book fairs, artisan fairs and ceramic fairs.