Spanish railways (RENFE) made some changes in their reservation system, which means that reservations are now difficult to get outside of Spain.

For domestic trains, it's usually enough to book a few days in advance at a Spanish ticket office.

You can also call Spanish railways to make a pre-booking but then you have to pick up the reservation within 72 hours. See this page (scroll down to Spain).

German railways can also still book Spanish trains by phone (+49 30 2970). These reservations are on paper though so you'll need to do that well in advance because they'll have to send them through the post. You also need to look up the train number yourself first, since they need that to make the reservation. Spanish timetables can be found on the quite clumsy RENFE website or on the Rail Europe website, but nowhere else because RENFE son't share their complete timetables with the rest of the world.