(Wiki link) This is what I found!
La mazmorra Metal Bar. Heavy metal, darts and table football! Open till 2:00 (thursday-sunday) Metro station Vicálvaro (line 9, purple)
Rock the night 80’s. Recently opened and as the header says 80’s stuff: Rock, Metal, Hard Rock, Melodic Rock, AOR, …classics. Open till 3:00 (wed-sat) Metro station San Cipriano (line 9, purple)
38 Special. Venue and rock metal bar, open till 5:00 am from wednesday (saturday and sunday till 5:30 am) Metro station San Cipriano (line 9, purple)