Have you tried familysearch.org, they have a large library. Also did your Spaniard relatives immigrated directly to Mexico or did they go thru Ellis Island first, if they did you may want to try elisisland.com (I think that's the right website). My maternal grand-father was from spain as well and I'm serachiing the files of familsearch.org from the late 1800's early 1900's. I hope this helps a little. Good luck I hope you find what you are looking for.