Gov't Notice re Driving in Spain
The UK government have apparently issue the following advice, although it is not a problem I have encountered. Distraction thefts are not uncommon though and we should always be aware but not paranoid.
"When driving, be wary of approaches by bogus police officers in plain clothes travelling in unmarked cars. In all traffic-related matters, police officers will be in uniform, and all police officers, including those in plain clothes, carry official ID. Unmarked police vehicles have a flashing electronic sign on the rear window which reads Policía (Police) or Guardia Civil (Civil Guard), and normally have blue flashing lights. Genuine police officers will only ask you to show them your documents and will not ask for your bag or wallet/purse.
If in any doubt, you should talk through the car window and contact the Civil Guard on 062 or Police on 112 and ask them to confirm that the registration number of the vehicle corresponds to an official police vehicle."