'Who's responsible - Eta or al-Qa'eda?' has some ideas, as does 'Was it ETA or Al Qaeda?'. 'Al Qaeda has had a long presence in Spain' has some background.

'Madrid detonators not commonly used by ETA - report' might be significant if true:

Rucksack bombs used in deadly Madrid train bombings were set off by mobile phone and contained copper detonators... Cadena Ser radio station quoted security sources as saying the bombs, which blew up on four trains killing 198 people, were activated by mobile telephones which had had their alarms set for 7:39 a.m. (6:39 British time) on Thursday.

The detonator in an unexploded bomb recovered by police contained a copper detonator whereas the detonators commonly used by ETA are made of aluminium...

The Interior Ministry could not immediately confirm the report.

Note also: 'In Spain: ETA and Al-Qaeda Forge New Anti-EU Alliance'. It's from October 1, 2001, and it says: "The Basque terrorist organization ETA and bin Laden's al-Qaeda cells have joined forces. Their shared goal: to organize and carry out an attack on the EU meeting scheduled for March 2002 in Barcelona..." However, no links to the original Spanish reports on which that report is based are provided.

This page has more AQ links to Spain, including the following:

Spanish authorities now fear that the Islamist and Basque radicals have formed an alliance of sorts. Some ETA terrorists visited the same Middle Eastern training camps as a number of Islamic extremists. Representatives from ETA and Osama Bin Laden reportedly met in Brussels, but there were frictions after the Islamic fundamentalists refused to continue the meeting in the presence of a Basque woman who preferred to stay. Spanish sources claim that Mohammed Atta, the suicide pilot from Hamburg who was the first to fly into the World Trade Center in New York, also tried to forge links between al-Qaeda and ETA terrorists. Just before Christmas 1999, ETA planned an attack on the Picasso Tower in Madrid. The American architect of the Picasso Tower was Minoru Yamasaki, who also designed the Twin Towers of the World Trade Center in Manhattan; but it is not clear whether ETA got the idea from Muslim extremists...

This Pravda report discusses a new Basque separatist group:

The new Basque militant group Euskal Borroka promises to expel Spaniards from territories that "are not theirs." The motto is The Basque country is for the Basques.

Euskal Borroka means "Basque fight" and this new group appears to be one of the most militant, if not the most, to have appeared in recent years. The new group speaks in terms of "ethnic cleansing", sending the non-Basques out of the Basque country to Spain.

In a letter addressed to councillors of the Partido Popular (PP, government), Euskal Borroka invited the "colony inhabitants of the municipalities" to voluntarily leave the Basque country because they are "occupying territory which is not theirs and which they hold be force of arms". The letter adds that all efforts will be made to expel the non-Basques from the territory.

'Spain Links Suspect in 9/11 Plot to Baghdad' discusses Muslim convert and AQ suspect Yusuf Galan; he was "also said to have monitored an election for Spain's radical pro-Basque independence party Herri Batasuna in 1989". This page seems to have more links.

UPDATE: See 'The explosive and the detonators of the pumps are not habitually used by ETA'. It says the bombs ("pumps" in the translation) aren't Titadine... (via this).