Sponsored by the Catalan-Balearic bank la Caixa, CaixaForum Madrid is a post-modern art and cultural centre just down the road from the Prado Museum and Atocha Station.

Architectural regeneration at its best, it was constructed by Swiss architects Herzog & de Meuron in 2001 and completed in 2007 transforming an old abandoned electrical station. Its design mixes the old with the new and has a vertical forest on the adjacent wall.

From the 17th February until 03 June 2012, CaixaForum hosts Diaghilev's Ballets Russes - When Art Dances with Music exhibition.

A theatrical exhibition, it combines old black and white rare film footage with photographic and art visuals scattered throughout the 2nd floor to form a story tracing the origins and plight of the Russian Ballet during 1914-18 World War and how its founder Serge Pavlovich Diaghilev and Spain played an important part to its survival.

The exhibition also unfolds showing us how Juan Gris, Joan Miro, Pere Pruna and Pablo Picasso's involvement in not only set design and costumes but how their creative talents contributed to illustrate the company and deluxe programs the Ballets Russes produced.

The whole exhibition can be seen in under one hour so if you are in the area, consider it well worth the cultural visit! You can catch the metro to Atocha and walk along the Paseo del Prado stopping at number 36.