There was an interesting article in today's NYT online regarding the recovery of stolen artwork in Madrid. Some works by Goya, Gris and Pisarro were stolen from a Madrid home and recovered through the joint efforts of the Spanish police and the FBI.
The website is:
http://www.nytimes.com/2002/06/26/arts/design/26THEF.html (you need a password, but it is free to login).