Miguel,
From what I understand, there's been a lot of American movies that have segments filmed in Spain. Especially those period movies that deal with the 17th through 19th century, since Spain has honored the past as much as possible, by keeping so many cities and areas as close to what it was centuries ago.
Two other reason... from what I gather... from friends associated with the film business, the people and Spanish government are more than cooperative in helping them to complete their filming, as long as the film crews don't hurt the environment, or damage buildings. Last but not least, is cost. Film companys have found that a thirty day shoot in Spain costs less than a five day shoot in almost any other country. A definite plus when it comes to filming.
Wolf