In the email interview SpY says he stays anonymous because for the same reason a magician doesn't reveal his methods-the audience would lose interest. He also argues that we all have graffiti artists within us-since we were little we've been drawing on bedroom walls instead of paper. He says the policemen don't give him a hard time, and that he even met a policemen who complemented him on his work.
The interview is entitled Madrid ya tiene a su Banksy, and while I agree that it is pretty cool that Madrid has a prolific street artist, I'm not sure we should compare him to Banksy just yet.
That said, SpY, like Banksy, has moved out of his neighborhood and did a project in Japan. He also did a project in braille. Here is some of his art, courtesy of his website:



The last one is in Madrid, just off of Sol near one of the original-language movie theaters & c/ Huertas, a neighborhood of jazz bars.