Jose Val Del Omar has films showing on the fourth floor of the Reina Sofia right now, he was from Granada and I think spent the later part of his life in Madrid. Many of his films have footage from the Alhambra and the sounds accompanying the films are amazing.

here is a link to a website with some information on him and a youtube video of his film, I highly recommend going to see his work.

http://www.valdelomar.com/home.php?lang=en

http://www.youtube.com/watch?v=x158YNysvHQ