Anne of Austria held the titles of Infanta of Spain and of Portugal (since her father was king of Portugal as well as Spain) and Archduchess of Austria. Despite her Spanish birth, she was referred to as Anne of Austria because the rulers of Spain belonged to the senior branch of the House of Austria.
Yet her niece and daughter-in-law Infanta Maria Therese the daughter of King Felipe IV of Spain and wife of King Louis XIV of France was also an Archduchess of Austria and while at the time of her marriage was known as Maria Therese of Austria in France, but today in the English language books is refered to as Maria Therese of Spain and not of Austria as her aunt/mother-in-law is.
I always wondered why Anne of Austria is the only Spanish Infanta known as "of Austria" in the English language? 
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You are right. When Archduchess Maria Cristina married Alfonso XII of Spain, she married as Maria Cristina de Habsburgo-Lorena. But years later, she made the Civil Registry rectify it, stating that her first surname was “de Austria”. It has been always told that Alfonso XIII was born as Alfonso de Borbon y Habsburgo-Lorena, but died as Alfonso de Borbon y Austria. Previous MessagePrevious Message
It is different in the traditional agnatic systems when one arrives at a female with the extinction of all other males. In this case, one can think of a second House of Habsburg, itself a branch of (and later wholly composing) the House of Lorraine. However, this is a genealogical designation... During the time of their monarchy, what you refer to the House of Habsburg-Lorraine or the House of Habsburg always referred to themselves primarily as the House of Austria . They did not refer to themselves as "of Habsburg" and it was only much later that the arms of Habsburg were tierced with those of Austria and Lorraine in their dynastic arms.
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