Alhambra is a village in Madison County, Illinois, United States. The population was 622 at the 2020 census. Alhambra is part of the Metr…Alhambra is a village in Madison County, Illinois, United States. The population was 622 at the 2020 census. Alhambra is part of the Metro-East region of the St. Louis, MO-IL Metropolitan Statistical Area.