In Madrid's private Las Rozas enclave, the multi-generational home of one of Spain's most celebrated—and civic-minded—business leaders is on the market for $4 million.

Driving factors are the sociopolitical climate in the United States, cost of living, opportunities for work and education, and a thriving cultural and gastronomic scene.

Hungarian Prime Minister Viktor Orban and France's Marine Le Pen headline a rally in Madrid on Saturday by Europe's biggest ...