Can I fly from the US to Spain with a Pocket knife in my luggage? Not as a carry on obviously.?

Yes you can put the knife in the luggage that is not carry on. You will have to go through customs, once you leave customs, you can carry the knife in your pocket. The only thing else is if you pull out a knife, the police there will shot you as they would in the USA. Same goes for criminals who also have guns.