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The country of Spain is divided into Communities.   These Communites are roughly equivalent to the states in the United States.   Each Community has its own government.  The city of Madrid is located in the Community of Madrid (La Comunidad de Madrid).  There are 17 Communities in Spain.   On this map you can see the Canary Islands, which like the Baleares Islands is a separate Community.  To get a closer look at the city of Madrid click on the Community of Madrid. 

  This map was modified from the one found at All About Spain
It was modified and used with permission.