There's been a little discussion on this subject in the comments on one of the EP covers in the gallery, but I thought it might be of wider interest.
Heinz (chronikman-ch) suggested that the cathedral in the pictures used on the covers both the "Los Shadows" EP and a Spanish Cliff Richard EP might be La Seu Cathedral, Barcelona.
The cathedral in the picture does indeed appear to be La Seu:
http://tinyurl.com/y57togt
You can "stand" right in front of it with Google Streetview:
http://tinyurl.com/y5ld5fj
...but there was scaffolding around the frontage when the Google van went past!
JN