Do Not Carry Your Original Documents Around
Instead of carrying a passport, we strongly recommend (and the Spanish police agree) bringing a copy, best verified with the hotel stamp. If the policemen need your original passport (which is very unlikely), they will find a way to accompany you to the hotel. On the bright side, you will not have to report your stolen passport to the police. It’s also better to have a credit card instead of cash; this is much more convenient and safer.