The three last Spanish films that I have seen and I have liked me a lot are:
El lobo, directed by Miguel Courtois in 2004 and starring by Eduardo Noriega, José Coronado, Silvia Abascal and Jorge Sanz. Based on the life of Mikel Lejarza (El Lobo)a secret agent who was infiltrated in ETA in 1973 and he achieved destabilized them.
Camino, directed by Javier Fesser in 2008 and starring by Nerea Camacho, Carme Elias and Mariano Veancio. It's inspired in life of Alexia González-Barros that she died at 14 years old and she lived according to the Opus Dei. Its title makes reference to the book of José M. Escrivá de Balaguer that he was their founder.
Celda 211 is a prison thriller directed by Daniel Monzón and starring by Luis Tosar, Antonio Resines, Alberto Ammann and Marta Etura.