Festival of San Sebastián y la Vaquilla Activity · Los Molinos, Cuenca del Guadarrama, Madrid Image of Los Molinos, not of the place itself. Declared a Festival of Regional Tourist Interest, it is held from 19 to 21 January around a brotherhood documented in 16th-century texts; a brother wearing horns and a tail, escorted by young men with cowbells, charges at the crowd during the night release. Photo: Juan R. Lascorz (CC BY-SA 3.0) What to see and do in Los Molinos