But can you really be surprised? Spain was one of the first countries in the world to legalize gay marriage as far back as 2005, and Madrid remains at the helm of LGBTQ life in the country. Around a quarter of those attending Madrid Gay Pride are visiting from abroad. The Madrid Gay Pride – known as Orgullo Madrid in Spain – features by far the largest gay parade in Europe and one of the biggest in the world. Each year Gay Pride Madrid attracts millions of people, cramming into the streets of the Spanish capital to party and celebrate LGBTQ life.