The station was first created in 1851, and after suffering a big fire, was rebuilt in 1892. The new construction and design was completed by Alberto de Palacio Elissagne, who was said to have collaborated with Gustave Eiffel (that name should ring a bell...). The station is named after a basilica that is nearby called Our Lady of Atocha.
In 1985, more remodeling was done, this time adding lots of shops and - you guessed it (or probably didn't, actually) - a tropical rain forest. Yes, you read that correctly; there is a tropical rain forest in the middle of the train station. See my photos below to believe it!
There are also lots of turtles:
If you squint, you can see a little turtle balancing on a big turtle with its back legs sticking out:
It's as hot and muggy as a rain forest, too (they spray a light mist constantly)
I wonder if this dust is also from 1892...