No, have a look at the following link. It is a disputed territory but Spain no longer controls the area.
http://en.wikipedia.org/wiki/Legal_statu...
No. It broke off about 1975. It's in Africa, It used to be called Spanish Sahara.
http://en.wikipedia.org/wiki/Western_Sah...
http://en.wikipedia.org/wiki/Spanish_Sah...
No, not anymore. It's currently ruled by Morocco, which is trying to absorb it. There was some guerilla warfare there before, but it seems that negotiations have been keeping things calm.
No.
http://en.wikipedia.org/wiki/United_Nations_list_of_Non-Self-Governing_Territories