The monument of Neptune's God is located in the city centre of Madrid, at 'Paseo del Prado' street. It is where Atletico de Madrid supportres flock to celebrate their titles. May 14, 2014. (ALTERPHOTOS/Caro Marin) Real Madrid and Atletico de Madrid will play the final of the Champions League in Lisbon the next 24th of May. It is the first time in the final of the Champions League that two teams are from the same city.