50km outside Madrid there is a city called Segovia. A small nice city with a main plaza and a few shops, but what makes the city famous is the massive Aqueduct of Segovia. The Aqueduvt is still standing not restored since the roman empire, with great roman arcitecture to support the initial city with water. The builing is magnificent and beautiful. 

The train at Segovia actually stops 5 km from the city and than you have to take a local bus.