I have travelled in other European countries and have noticed that in the large or main train stations they have lockers for luggage storage, this is true in Munich, Rome, Prague etc., does this also exist in Spain. I am asking this question because I have made some pretty intricate plans for my visit to Spain and am trying to figure out what I am going to do with my luggage. When I am in the hotel, that's fine, but when I am not, say my train leaves at 21:00, where can I store it?
Can someone help me?

You'll find what you need to know (at least for the stations in Madrid) here: "Luggage Storage at Train Stations".

Thanks for the Info. I guess it would be safe to assume that there will be lockers in the larger city train stations. I am keeping my fingers crossed at least.

Amy25, I know they have lockers at the train stations in Sevilla and Granada too.

They have a luggage check room at the Barcelona airport, and I believe lockers in the Sanz train station...

What is the status on lockers now in Madrid at the various stations? My plane does not leave for Málaga until 4:00 from Terminal 2. I will be returning from Toledo (probably by bus) earlier in the day in order to play a bit in Madrid. It would be nice to be able to leave my pack somewhere!! I am not planning on checking it so I need a locker for a few hours.

They have lockers at Atocha Train Station but I dont know about the others. The Airport also has lockers and there are storage lockers in Puerta del Sol (not at the metro but around the corner)..

Can stuff be left in the lockers for several days? If I buy a ceramic plate or bowl in Toledo, it would be nice to not have to take to to Málaga for the two weeks I am there. Since I am flying, I am worried that it might get broken in transit.

Amy25, have you asked to your hotel whether you can leave the luggage and come back later in the evening when your train departs?.

I don't know about hotels, but hostels are likely to keep your luggage for you free.

Amy-
I wouldn't worry too much about luggage storage as long as the city has an actual bus or train station. I've never been somewhere that I couldn't store my luggage at the station. Sometimes this can be quite comical....I visited Nazare (Portugal) by bus and when I asked (in a combination of very bad Portuguese and hand gestures) about luggage storage the sole ticket agent stood up, closed the ticket window, and opened up a door around the corner so I could store my luggage for a small fee. I usually try to reference a Let's Go book since they're usually good about mentioning luggage storage. The places where you could have issues are very small towns when you arrive by bus and there is no bus station (Olite, Hondarribia, Santilla, etc...).