Ola, at the moment here near Malaga and just booked myself a trip on this RENFE monstrosity.
Of coruse there are trenos what you ask. In fact since last dec yet another long sector of those shiny superfast Hi-speed line has opened on the combined lines from al capital Madrid to Galicia, incluido Coruna/Vigo/Lugo and that end of the long camino, Santiago de Compostela.
RENFE, the big spanish state TrenEspana, does not make very long advance for timetables, but of course you can simply check on their own site for today, next week and next month, to get a rough indication for times and prices.
Oh-if these are the only trips you intend to make, then IR will cost far too much. Just book single tickets, for this AVE/Avant to MAD there are usually lower advance fares from 2 month before.
There are no real trains´ along the north coast-there is a very very slow narrow gauge tram line, used to be called FEVE and from Coruna-normal tren to el Ferrol, then FEVE-Oviedo-overnite-next day to Santander-change-to Bilbao is possible, a fairly scenic ride, but it does indeed take 2 full days. There are many more and much faster buses by ALSA too via autopista.
If you have more questions like this: go to country information on the site and there is also a map with all raillines there and more info