They unite themselves under their culture and their nationality. Some events in politics are making people not as patriotic for their country, like those in Barcelona and Catalunya wanting to secede from Spain. Catalunya wants to be its own independent country. While I don't think this will happen for a while (or at all) it is causing great rifts between the people of Spain right now, some being in favor of Catalunya seceding and others not.
Madrid is a very diverse city because of its history with the Moors and the French (Napoleon Bonaparte) trying to take over Spain. I can see how the Spaniards have adopted some of the customs of different cultures and made it their own. People of Madrid are also very diverse in their political standings. Although they are united under one nation, many people have many varying opinions. Madrid is also the capitol of Spain with a very bustling, big city feel that attracts many people from different countries. All of these are reasons why Madrid is such a diverse city to learn from.
