"Independence in Europe" has been a policy of the SNP for a long time. Interestingly enough the relevant page on their site still has:
"The SNP believes that Independence in Europe is the logical next step for Scotland to take on its road to becoming a normal, democratic, European nation, just like Denmark, Ireland or Luxembourg."
"The SNP believes that Independence in Europe is the logical next step for Scotland to take on its road to becoming a normal, democratic, European nation, just like Denmark, Ireland or Luxembourg."
http://www.snp.org/node/242
Note that I'm not anti-EU at all - quite the opposite.