Nestled at the foot of the Somosierra mountain pass, a pass frequented by Moorish and Christian armies in another age, you can find Buitrago del Lozoya, the only town in Madrid that preserves its fortified old town intact: a fortified wall more than 800 meters long and nine meters high which, since the 12th century, if not earlier, rises imposingly over a sharp bend in the Lozoya River. The battlement is perfect to walk along the top of the wall and the guided tour costs only two euros. If the stones of this impressive structure could talk, they would tell us about the Marquee of Santillana, who used to go there to hunt, anything from bears to wild boar and even, judging from his serranillas, a 15th century form of verse, also some heartaches. They would also tell 
us about Juana la Beltraneja, who was guarded by the Mendoza family in their castle as a child.
From the top of the wall's battlement we can enjoy a bird's eye view of the gothic Church of Santa María and the tile roofs of the historic quarter, in addition to 11 perfect replicas of catapults and other curious medieval siege engines, all operational. We can also visit the castle of the Mendoza family, in summer the castle courtyard houses the Classical and Traditional Music and the Historical Film festivals. Another must-see in Buitrago del Lozoya is the Picasso Museum. This museum is comprised of 60 works of art that the artist gave to Eugenio Arias, his barber and friend in Vallauris, on the French Riviera, who was born in this town in Madrid. Another must-see is the collection of icons in the church painted by Bulgarian artist Silvia Borisova.
Upstream from Buitrago is the Lozoya valley, the greenest and highest space in Madrid. In Rascafría, at the foot of Peñalara, the roof of the region, with a height of 2,428 meters, you'll find the Monastery of Santa María de El Paular, built in 1390. In 2011 it recovered its 52 large paintings by Vicente Carducho that adorned the cloister in the past, making the visit even more appealing. While in the region you must sample the mountain cuisine: beans, wild mushrooms, game meat, and, above all, the meat from the Sierra de Guadarrama mountain range, which has Specific Designation classification.
Caserón de Trastamara is a rural hotel decorated in the purest mountain style that also has a very renowned restaurant attached called Pinosaguas where you will be able to enjoy all the local food. You can round off your meal by hiking up to the Peñalara lagoon, a glacial lake. It is an easy, one-hour hike (one way), that is ideal to do with children. At the Peñalara Visitors Center, in the pass itself, they will tell you all about the routes that can be done on this mountain, the highest, most beautiful, and emblematic of the Sierra de Guadarrama National Park.