Here:

The Spanish newspaper El Mundo reported Saturday that the Spanish Embassy in Egypt received a letter from an Islamic militant group threatening new attacks if Spain did not withdraw its troops from Iraq and Afghanistan.

In the letter, the Brigade of Abu Hafs al-Masri, a group that also claimed responsibility for the March 11 attacks, threatened to strike against Spanish diplomatic missions in North Africa and the Mediterranean region unless Spanish troops are withdrawn in four weeks.

A Spanish diplomat in Cairo, speaking on condition of anonymity, confirmed that the embassy received a threatening letter signed by Abu Hafs after the commuter train attacks last month.

Afghanistan too, huh? Wonder how long before they demand the Iberian Peninsula back...