Security officials have begun ejecting fans attempting to get into the Champions League final with fake tickets.
There were ugly scenes as one young woman, who spoke with a thick north-west accent, tried to run back towards the metro station after being told to stop by police.
One official gave chase and detained the struggling woman before escorting her back to security, flanked by mounted police.
The woman, along with another young woman and an older man had their tickets scrutinised by security before being ejected from the stadium perimeter.
One officer told them as they left: “If police say ‘stop’, stop.”
Asked what happened, the woman told the Press Association: “You don’t wanna know.”
Tens of thousands of fans have travelled to Madrid (Aaron Chown/PA)
She later added that she and her friend both tried to gain entry with fake tickets.
She said the other ticket, for the older man, was genuine.
The number of fans in the city far outnumbers the 16,000 tickets made available for the final.
Those not able to catch the match from inside the stadium will be forced to find a pub showing the football, after authorities decided the two designated fan zones should close just before kick-off, while officials ruled nowhere in the city centre should be able to show the game on a big screen.
Liverpool Mayor Joe Anderson, who had written to his counterpart in Madrid to request a giant screen broadcast the match, said “UEFA guidance” was behind the decision.
He added in a tweet on Saturday evening: “Told 14,000 bars and restaurants and cafes open with screens.”
It came as Spanish police said they had arrested four Britons for violence on Friday evening. No further details were made available.
Uefa warned supporters looking for last minute-tickets to be aware of criminals acting as official stewards.
In a statement, a spokesman said: “The Spanish police has seized fake steward bibs, fake devices for the technical ticket check, as well as fake accreditations.
“This makes us believe that an organised group of people, impersonating genuine stewards or officials might try to act as if they were conducting the visual or technical ticket check, with the aim of stealing tickets during such controls.
“Supporters should therefore make sure they only show their tickets at the clearly marked check zones and not to individuals or small groups of people who could be wearing fake bibs and might approach them on the way to the stadium, outside of the official check zones.”
Graham Owen, from Chester, said he was one of the “lucky ones” to get a ticket, which cost him 60 euros.
The Liverpool supporter said: “The allocation is way too low for a 70,000-odd seater stadium to have 16,000 tickets for each team. It doesn’t seem fair that I’ve got a ticket and my mate hasn’t.
“I’m afraid it’s just money – there will be people at the game in the corporate seats who haven’t got a clue about the game or what’s going on and that’s wrong, to me.”
His friend, Rob Hurst, who has travelled without a ticket, said the amount tickets were trading for on the black market was “ridiculous”.
“It’s all about money, mate,” he said.
“The Europa League final was in Baku (Azerbaijan) – how can they have it there? It needs to be Spain, England, Italy or Germany every year, because it’s only really the teams from those countries who usually get to the finals.
“There should at least be a big screen here. Madrid is one of the best cities in Europe – they’ve got to accommodate the fans.”
A Liverpool fan from the Wirral, who gave his name as Roger, said it was a mistake not to keep the fan zones open during the game.
The 52-year-old, who has a ticket for the match, said: “Fans are now going to be booted – where are they going to go? I can see there being trouble, really I can.”
His friend, a 20-year-old from Liverpool who went by the name Jacob, said he was disappointed to have to watch the match in a pub.
“We are expecting 40,000 Liverpool fans here – where are we all going to go now?,” he added,
Irish Spurs fan Jason McAuley said he and Liverpool-supporting friend Antony Lockley would find a pub in Madrid to watch the match if their unlikely quest for a last-minute ticket failed.
He said: “We are going to get up, have breakfast, and see what’s happening. In the time we’ve been out here, not a single person has been genuinely selling a ticket or even talking about it.
“So if needs be we will find a pub somewhere to watch it in.
“One of us will be devastated for about an hour afterwards, so we will have a beer, give the other one a slap round the face to cheer them up a bit, then just got on with it and have a good night together as mates.”
But Mr Lockley said he was confident the city would be able to adequately cater for the influx of ticketless supporters.
He said: “I’ve been to Madrid many times and it is clear to me that this is a football mad city.
“There are bars everywhere, there are more places to watch the game than you could imagine.
“There’s not a shortage. It’s possibly an overly cautious step by the authorities not to put a big screen on for people to gather at, but everywhere will be showing it – there are Michelin-starred restaurants in Madrid which will have it on.”
Several thousand extra police – including delegations from Merseyside and London – have been brought in to cope with the additional supporters in Madrid ahead of the final.
So far the build-up to the game has been relatively peaceful amid warnings from police that they will take a “robust” approach to bad behaviour.
Officers also took measures to close down some outdoor drinking areas shortly after lunch on Friday afternoon in an effort to restrict noise around some of the residential areas.