Long distance buses depart from different points in the city. Most companies have departures from the big 'Estación Sur' but often, they also have lines leaving from other stations or stops, like the 'intercambiadores' which are big transport hubs. Here you have some information on the main departure points:
Sur Bus Station
(Intercambiador Méndez Alvaro)
Tel. 91 468 42 00
Metro: Méndez Alvaro (L6)
This is the main bus station in Madrid for long and medium distance travel. It is also called Méndez Alvaro as it is connected to the metro and train station with that name. Together they make a huge transport center. Most long distance bus operators have departures at this station, but specially those travelling southwards.
At the website of the station you can check all their departures: www.estaciondeautobuses.com
Intercambiador Avenida de América
Metro: Avenida de América (L4, 6, 7 and 9)
Zone: Avenida de América
A usual departure point for companies travelling northwards, such as Alsa and Continental Auto both of the Movelia group. They also have departures from other stations in the city.
Intercambiador Plaza de Castilla
Metro: Plaza de Castilla (L1, 9 and 10)
Some departures of the Movelia group --Continental Auto, etc
Conde de Casal - Fernández Shaw, 1
Metro: Conde de Casal (L6)
Tel. 902 020 999
It is the main terminal of the company Auto Res, which also has departures from the Sur Bus Station (Méndez alvaro)
Eastbound destinations: Tarancón, Cuenca, Valencia, Cullera, Gandía, Tabernes, Castellón, Benicasim, Peñíscola, Oropesa and Vinaroz.
Northwestbound: Arévalo, Peñaranda, Salamanca, Medina del Campo, Tordesillas, Toro, Benavente and Zamora.
In Extremadura: Navalmoral, Trujillo, Cáceres, Mérida, Badajoz, Montanchez, Plasencia and Coria.
Paseo de la Florida, 11
Metro: Príncipe Pío (L6, 10 and regional trains)
Zone: Príncipe Pío - Casa de Campo
it is the main terminal of the La Sepulvedana company, connecting with Segovia, Avila and some towns in the Guadarrama Mountains area. They also have departures from Sur Bus Station (Méndez Álvaro) and from Moncloa.