Madrid's (crazy) '86 UEFA Cup run, their second UEFA Cup and their second in a row. In some ways it mirrors their CL win last year with close calls and comebacks.
In the 85-86 season, Madrid won La Liga and the UEFA Cup.
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In the first round, Madrid lost the first-leg to AEK Athens 1-0 but won the second leg 5-0.
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In the second round, they defeated FC Chornomorets Odesa 2-1 across both legs. At the time they were a Soviet Union club that ended up relegated that same season.
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Madrid suffered a 5-1 defeat in the third round (round of 16) at the Rheinstadion with Madrid's sole goal coming from Gordillo (to make it 4-1 at the time). Borrusia Monchengladbach had finished the 85-86 Bundesliga in fourth place with 42 points, seven points off of Bayern in first.
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In the second leg, Madrid bested them at the Bernabeu 4-0! Crucially, Santillana scored a brace including an 88" 'winner' which tied the game and meant Madrid went through due to away goals. You can see the second leg highlights here
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In the fourth round (quarters) they won 3-2 on aggregate to Neuchâtel Xamax FCS, a Swiss club, with Madrid scoring their three goals in the first leg, but conceding two in the second. Neuchâtel Xamax FCS were runners-up in that season's Swiss League.
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In the semi-finals, Madrid met Inter Milan. Yet another comeback was needed, this time from a 3-1 first-leg defeat at the San Siro with Valdano scoring the sole away goal. Madrid managed to overcome Inter 5-1 after extra time after they scored thrice in regular time, with Inter scoring once through Brady. With the score at 4-4, Madrid scored twice in extra time, both goals through Santillana. Inter finished sixth in that year's Serie A.
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Not even the final was that comfortable, despite Madrid winning the first leg a whopping 5-1. Köln, who finished 13th (!) in that season's Bundesliga reached the final defeating Sporting Gijon, Bohemians Praha, Hammarby, Sporting, and K.S.V Waregem.
Köln managed to win the second leg 2-0 but were defeated 5-3 on aggregate, thus making Madrid the winners.
That's 22-23 Europa League Player of the Season Jesus Navas for you