Storm Filomena has blanketed parts of Spain in heavy snow, with half of the country on red alert for more on Saturday.
Madrid, one of the worst affected areas, is set to see up to 20cm (eight inches) of snow in the next 24 hours.
Further south the storm caused rivers to burst their banks.
Interior Minister Fernando Grande-Marlaska told a news conference that three deaths had been reported so far.
A 54-year-old man was found dead under the snow in the town of Zarzalejo, north-west of Madrid, El Pais newspaper reported, and two other people were said to have been swept away by floods near the southern city of Malaga.
As snow fell on Madrid on Friday evening, a number of vehicles became stranded on a motorway near the capital.
The city's Barajas airport has closed, along with a number of roads, and all trains to and from Madrid have been cancelled.
Firefighters were called in to assist drivers who had become stuck. In some areas the military were called in to help clear roads.
Spanish Prime Minister Pedro Sánchez urged people to stay at home and to follow the instructions of emergency services.
According to local media, the snowfall in Madrid is the heaviest in at least 40 years. The country's AEMET weather agency said the snowfall was "exceptional and most likely historic".
A number of people were seen making the most of the snowy scenery, walking through Madrid's Puerta del Sol square.
Large parks in Madrid have since been closed as a precaution, AFP news agency reports.
One man was pictured skiing along the Gran Via, the capital's famous shopping street.
In Cañada Real, the largest shanty town in western Europe, residents were seen creating a bonfire to keep warm.
The cold weather is set to continue beyond the weekend with temperatures in Madrid predicted to hit -12C on Thursday.
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