Yes, you can, to any EU country. Both contributive unemployment benefits ´paro´ and non-contributive employment subsidy ´subsidio´ in practically all its varieties.
Meeting a set of requisites of course, having been registered as looking for work for a minimum of 4 weeks the first, having to register with a state unemployment agency in the other EU country within 7 days of arrival the second. Filling out paperwork beforehand of course.
For a maximum of 3 months, with possible renewal for another 3 months. Please beware that if you outstay the maximum period, you risk losing all remaining entitlements.
Further information/Links to Forms
Be advised that a local INEM/SEPE office in a small town might not be familiar with this procedure and you might need to apply at a provincial head office instead.
Note*. Though there has been an agreement on social security coordination, there is no specific mention of exporting unemployment benefit to or from the UK. The UK is no longer listed on the EU website.