|Madrid 2 Chicago is an unreleased album by announced in the One Nite Alone... tourbook as an exclusive CD available to NPG Music Club members (along with Xenophobia, Last December and The Very Best Of). Although Xenophobia was revised and released as Xpectation, the other albums were left unreleased.
Little is known about the album. It first became known in June, 2000, when it was listed as an option for visitors at Prince: A Celebration to vote on for Prince's next album (along with Crystal Ball Volume II, Roadhouse Garden, an unnamed live album, an unnamed rock guitar album, When 2 R In Love: The Ballads Of Prince, an unnamed album of cover versions and an undetermined new studio album), and the album was labeled a "smooth jazz album".
The tracks Madrid 2 Chicago and Breathe, released through the NPG Music Club in January, 2002, were announced as coming from the album. No other tracks are known, but the album was to be credited to , indicating that the album was completed before reverted to using the name Prince in May, 2000.