According to the NYT's 'Spanish Judge Holds 3 Moroccans on Murder Charges':

A Spanish judge ordered Friday that three Moroccans be held on multiple provisional charges of terrorism and murder in the Madrid train bombings, as investigators uncovered new details suggesting that Europe's deadliest terrorist attack in 25 years was carried out on a slim budget by men who used a stolen van and explosives they got free...

...Mr. Zougam is believed to be an important link between a cell of Al Qaeda in Spain and a group of militants aligned with the Moroccan Islamic Combat Group, or GICM, a radical Islamist group blamed for suicide attacks last year in the Moroccan city of Casablanca.

A Spanish investigator said it was still unclear whether Mr. Zougam had placed any of the 13 bombs that were left on four trains or simply coordinated the provision of telephones and other supplies.

But another official said Mr. Zougam had been connected solidly to the plot: in a small cellphone shop that he operated with his brother in Madrid, investigators found a tiny piece of plastic that had broken off from a cellphone that was to have triggered an unexploded bomb recovered by the police.

On Thursday, the police arrested another five suspects, including at least three more Moroccans and a Spaniard. The role of the Spaniard, who has not been identified, may be one of the most striking yet uncovered. Spanish officials said the man was believed to have supplied the Moroccans with the blasting explosives they used in their bombs. According to Spanish news reports, the man was arrested in the northern coastal city of Oviedo and worked at a mine nearby.

But an investigator said the suspect had apparently given the terrorists the explosives free: he had been spent time in jail with one of the Moroccan suspects, to whom he gave more than 200 pounds of Goma 2, a nitroglycerin-based explosive, as a favor.

The bombers also economized on transportation, driving to pick up the explosives in a step van they stole in Madrid on Feb. 28 without apparently bothering to change the license plates, the investigator said...

A senior foreign intelligence official said a Saudi businessman had provided $70,000 to an accused Jordanian terrorist, Abu Musab al-Zarqawi, who Moroccan officials believe had a role in the Madrid bombings. But the Spanish investigator said the initial calculus suggested that the expenses for material in the train bombings could have been less than $1,000, and that the suspects identified thus far appear to have lived very modestly...

There's background information on the attacks at Winds of Change.

From 'Scotland Yard chief reveals London link to Madrid bombings':

Sir John Stevens, the Commissioner of the Metropolitan Police, has revealed there is a "definite link" between the terrorists who carried out the Madrid bombings and al-Qa'ida supporters based in Britain...

While he declined to give details of British links with the bombings in Spain, a senior anti-terrorist source revealed that one of the chief suspects in the bombings, a Moroccan man, had visited Britain. Jamal Zougam, 30, is thought to have travelled to London in search of funding and logistical help, including assistance in planning and supplying equipment and false identification papers for the bombers. He is known to have contacted a number of north Africans living in the UK...

One line of inquiry is his connection with the London-based Palestinian cleric Abu Qatada - described by a Spanish judge as Bin Laden's "European ambassador" - and his supporters. The 43-year-old Islamic preacher is being held at the top-security Belmarsh prison in London under anti-terrorism laws. He was granted asylum in Britain 10 years ago.

Another potential British link being investigated is Mr Zougam's involvement with the Syrian cleric Abu Dahdah, who has repeatedly visited this country and has met Mr Qatada. He is in custody in Spain where he is accused of being head of the country's al-Qa'ida network...

'Indians held linked to terrorists' says that the two Indians who were arrested with the three Moroccans mentioned above have been charged. As previously indicated, I believe they're Hindus.

Front Page Mag also has an interview with Victor Davis Hansen: 'Spain's Surrender'