The Basque terror group Eta has said that it "was in no way" responsible for the bomb blasts that killed 199 people on crowded commuter trains in Madrid yesterday.

The denial came as hundreds of thousands of people started marches in Spanish cities and towns to protest against the attacks at the beginning of three days of mourning.

Police said more than 500,000 people had gathered in the capital alone.

Silvio Berlusconi, the Italian Prime Minister, Jean-Pierre Raffarin, the French Prime Minister, Romano Prodi, the President of the European Commission, John Prescott, the Deputy Prime Minister, and Denis MacShane, Britain's Europe Minister, were planning to join the rally.

José María Aznar, the Spanish Prime Minister, has vowed to leave no stone unturned in fight to find those responsible for the carnage.

Señor Aznar's conservative government, which is seeking re-election on Sunday, has blamed Eta for the blasts, but the Prime Minister refused to specify the group today when pressed by journalists.

He said: "We will leave no stone unturned in our enquiries. We will follow up each and every lead."

He vowed to bring the killers to justice and pledged that the investigation "will soon bear fruit".

Investigators announced today the discovery of a rucksack containing an unexploded device, which had been stashed by emergency crews with other lost luggage retrieved from the train wreck.

The device was later safely detonated by police.

Angel Acebes, the Interior Minister, told a news conference that "new leads" had been opened up by the discovery of the rucksack.

But he told a news conference Eta was still considered the main line of inquiry.