The blasts caused no casualties as the police had cordoned off the areas prior to the explosions, the agency said.
The first explosive device went off at the seaside resort of Laredo at about 12:14 p.m. local time (10:14 GMT) on July 20. Laredo is one of the most popular seaside holiday resorts in Cantabria and is full of tourists at this time of the year. The second bomb exploded some time later in Noja, the agency said.
The third explosion was in Laredo again and the fourth bomb went off at a golf course near Noja, the agency said.
Local authorities earlier received a phone call telling them that ETA had planted four explosive devices on the beaches of Laredo and Noja and Noja's golf course, the agency said.
ETA, which is listed as a terrorist organization by Spain, France, the United States and the European Union, is fighting for an independent Basque state in northern Spain and southwestern France.
Since 1968, ETA has killed more than 800 people and kidnapped dozens of people.