From BBC News:
The Spanish national anthem has been played at Buckingham Palace in tribute to the victims of the Madrid bombings. Troops marched to the 'Marcha Real' in a revised Changing of the Guard ceremony at 1130 GMT on Sunday. The Spanish Ambassador in London, the Marques de Tamaron, and the Duke of Gloucester led a one-minute silence.
Two hundred people were killed and 1,500 injured when a series of bombs ripped through rush-hour trains in the Spanish capital on Thursday. The decision to play the Spanish national anthem was made by the Palace with the approval of the Queen.
An official said it was "in recognition of the tragedy which the Spanish people have suffered and to show solidarity." The sword of honour was presented to the Marques de Tamaron and Duke of Gloucester after the anthem was played. Crowds of people were gathered outside the gates to witness the ceremony. A similar change in protocol was made in the aftermath of the 11 September 2001 atrocities when guardsmen played the American national anthem, the Star-Spangled Banner.
From:
http://news.bbc.co.uk/1/hi/uk/3509160.stm