Hey maraslattery, great question, I have not seen real
PHYLLO DOUGH in its raw form since I left NY
Unless you can find a greek food market here in Madrid, you may have to use "hojaldre" which is the Spanish equivalent.
Ask for "hojaldre fino" or even better, "hojaldre fin�simo" (super thin hojaldre), the "m�s fino" (thinnest) they have should do the trick.
You may also want to go into a greek restaurant (or even a morrocan, turkish or syrian one) here and ask them where you migh find phyllo as it is used in many of their pastries.
Even Spanish pastry shops here should be able to point you in the right direction.
You may also want to try the "Club del Gourmet" in El Corte Ingl�s. There is one in their store on Calle Preciados in Sol as well as the one on Calle Princesa in Arg�elles. I think any Corte Ingl�s that has a supermarket also has a "Club del Gourmet".
Let us know if you find it or anything similiar.
Saludos,
jer...