Water vapour is a key variable in atmospheric processes and plays a crucial role in atmospheric motions on a wide range of scales in space and time. The water vapour content is approximately proportional to the zenith wet delay (ZWD) which, in turn, constitutes a crucial parameter in geodetic microwave space techniques (VLBI and GPS). Apart from being determined by measurement techniques, the ZWD can also be derived from numerical weather prediction (NWP) models such as the non-hydrostatic MM5 model and the hydrostatic HIRLAM model. At the station Robledo de Chavela (Madrid) ZWD values were derived from VLBI, GPS, MM5, and HIRLAM for the beginning of December 1996. The results of the different techniques agree to the sub-centimetre level with correlation values of 0.87 (GPS vs. MM5), 0.81 (GPS vs. HIRLAM), and 0.84 (MM5 vs. HIRLAM). The correlation VLBI vs. MM5 of 0.78 is based on a short VLBI time series and should be considered preliminary. Further studies with longer time series are necessary to confirm this value. The bias and RMS difference values are all contained in the margin provided by the internal errors.