Planned and spontaneous demonstrations take place in Spain, especially in Madrid and Barcelona, in response to economic or other events. If you encounter a large public gathering or demonstration, the U.S. Embassy suggests that you avoid the area. Even demonstrations intended to be peaceful can turn confrontational. U.S. citizens are therefore urged to avoid the areas of demonstrations if possible, and to exercise caution if within the vicinity of any demonstrations.
Source: U.S. Department of State