They call themselves "The May 15th Movement" because that's when the protests against the government's desperation measures to get a handle on the country's huge debt.
They make it pretty clear that they not only want the government to cut somewhere else, but that capitalism itself is the culprit.
A throng of riot police stood by to protect the national parliament, days after violent scuffles occurred between demonstrators and police outside the Catalonia regional parliament in Barcelona last week.
"This capitalistic system doesn't work. It's an unfair system and a lot of people are in a very bad situation, without money," said Eva Fernandez, a social worker who was marching with the "northern" column down Madrid's main boulevard, la Castellana, on Sunday.
Protesters on June 12 dismantled a sprawling tent camp in Madrid's central Puerta del Sol plaza, nearly a month after it sparked large nationwide demonstrations and similar encampments in other cities to demand changes in Spain's political and economic system.
The movement gained force, with daily demonstrations involving thousands of people nationwide, in the run-up to May 22 municipal and regional elections. The conservative Popular Party was the big winner in that vote and now is poised, many analysts say, to win national parliamentary elections over the ruling Socialists. Those elections are expected no later than next March.
But the protesters have said repeatedly that neither of the two main parties represents their interests. Several protesters told CNN they voted for smaller parties which are farther left than the Socialists.
What is truly astonishing is that the protestors don't understand that it was socialist policies in the first place that got them into trouble. And now they want more of the same, only worse?
The world is truly going mad.