Walking down a street in Madrid at any given time of day, you won't find any trash in the streets. However, at night or immediately after a large party or event, the streets are absolutely filled with trash, bottles, discarded flags, and bits of food. But all this only stays dirty for a few hours at most. Why are the streets so clean? Madrileños aren't necessarily the cleanest people when it comes to the street. They don't try to maintain an image of their city, and they don't really need to. People will still come to Madrid; the madrileños only have to maintain it's awesomeness.
Like some cities in Europe, Madrid has a clean-up crew that works every morning (and extra after any large party or event in the city) to clean up the trash that accumulates in the street. The street cleaners where bright yellow jumpsuits and spend the morning cleaning up all the trash on the streets. There are also guys who wear red jumpsuits, but I can't really figure out the difference between the two... maybe Madrid has a sanitation police!