From that first jaunt in 1979, they've gone from being the house band of choice for beered-up boot boys to playing on the roof of Buckingham Palace, assuring themselves of national treasure status along the way.
They're back with their latest top ten album Can't Touch Us Now - and this spectacular show neatly combines both old and new, hits and new material - and showcasing exactly why the Nutty Boys are just such a top drawer attraction.
90s jingly-jangly popsters The Lightning Seeds set the tone for the evening, Ian Broudie and co whizzing through a selection of pop gems such as Lucky You, Change, Pure, The Life Of Riley and Sugar Coated Iceberg to warm up the crowd nicely for the main course.
And then, it was Madness, pure and simple.
The set culled many old favourites from the boys' back catalogue - 80s hits such as My Girl and Embarrassment being welcomed by their adoring faithful with open arms and some frenzied dancing.
The Prince, the group's debut hit and an ode to ska star Prince Buster, was the perfect opportunity to pay tribute to the musician who died earlier this year with a backdrop of photos, while Blackbird, a touching and tender tribute to the late Amy Winehouse from the band's new album was also warmly received.
One Step Beyond is the cue for a non-stop blitz of hits to finish the show and from there on in, its headlong into a whole deluge of singalong party anthems.
Our House is neatly backed up with pictures of Sheffield's suburban streets while Baggy Trousers and It Must Be Love both ensure raucous singalongs and some nifty footwork.
An encore of recent hit Mr Apples - just as good as anything previously in the Madness catalogue - Madness and Night Boat To Cairo ensure a sweat-drenched and smiling crowd exit into the cold night air with a spring in the step and a host of classic tunes spinning around in their head.
Madness say they "can't touch us now" and on this performance, its easy to see why. One of the best British bands of all time and its clear to see why its still a case of it must be love for this cheeky chappies from North London.