I don't know anything about Spanish satellite or cable tv but you could definately get Sky (from the UK). All of the Irish bars etc have this to show the football so it's certainly possible. There is a chance though that they don't offer it to individuals and it's only available to places buying the entertainment license (expensive) version. Sky doesn't have HBO etc on there but it does have the majority of new US shows on Sky One and E4. For eg Sopranos, Six Feet Under etc appear on Sky One not long after starting in the US. You get US news and financial channels also.
I found this (Seriously exhaustive) account of what needs to be done to get Sky TV in Spain.
http://costablancaexpats.net/pats/sky.txt Also found this :
"USA: SkyDigital has plenty of USA programming, but getting real USA TV from the American Forces Network is a lost cause, unless you know anyone in the USA Forces, who will have a decoder."
Know anyone in the forces?
Dommo