Anyway so I have found some FANTASTIC places in Madrid, Spain. Places that only locals really know and that tourists don't come across. It helps when you're staying with locals.
Rastro Market (Embajordes) is ace for anything leather, jewellery, hippy clothes, scarfs, hats, general accessories and a bunch of other random things. Watch your bag - this place is a thieves playground. Sundays only - get involved.