There is one child's skeleton found in Spain that is thought (by some) to be a modern human/Neanderthal 'cross'.
Yup, there was a prog on telly sometime back about that (think the skeleton had been covered in red ochre). There must have been some cross-breeding. Wasn't the final stronghold of the Neanderthals in western Portugal? Maybe that's the best place to look for the last of these people.