Should I Report My New Marital Status to the Authorities?

Yes both EU and non EU citizens should report changes in circumstances to the foreigners office at your station of the ‘Policia Nacional’. Below is the literal translation taken from the Spanish Royal Decree.
Change of circumstance EU citizen.

Article 14 Issue and validity of registration certificate and residence card

1. The issuance of the certificate of registration or of the residence card will be made in accordance with the models determined by the competent Authorities and prior payment of the corresponding fee, in accordance with the current legislation on public rates and prices, the amount of which will be equivalent to that required of Spaniards to obtain and renew the national identity document.

2. In any case, the validity of the registration certificates and residence cards contemplated in this royal decree, and the replacement of these by a document certifying permanent residence or a permanent residence card, respectively, will be conditioned to the fact that the owner continues to be in any of the cases that give right to obtain it. Interested parties must communicate any changes in circumstances referring to their nationality, marital status or address to the Foreigners Office of the province where they reside or, failing that, to the corresponding Police Station.

Please note: The information provided is based upon our understanding of current legislation. It is not legal advice but is provided freely to enable you to be properly informed. We recommend that if you are considering taking action, you should seek professional advice.