Cashing in Spanish retirement accounts

I am having problems cashing in my retirement account at a Spanish bank. My situation is as follows. I am an American citizen, long time Spanish resident (since 1996). I am retired (not actively working in any country) and I am 66 years old. Up until 5 years ago, when I took early retirement from my job in the US, I spent periods working in both countries. My Spanish bank convinced me to start a retirement account around 2002 or so when I had a Ramon y Cajal grant with the Spanish government. I now wish to cash in one of the funds, and I am told at the bank that I need a document from the US government that says that I am retired. I have told them that we get no such document. I have provided them with documents from my company, such as my last paycheck, and a letter from my private US retirement account which is what I live on, but so far nothing has happened. Anyone have advice?

Thanks, Carl