The paper assesses the cyber-security of power systems static state estimation (SE) in the possible presence of phasor measurement units (PMUs). Attacks are considered in the Jacobian matrix or the measurement function of the state estimation leading to the presence of coordinated leverage points. Leverage points, which are outliers, constitute a very challenging attack configuration even if randomly present. It is shown that coordinated cyber-attacks when applied to the Jacobian matrix raise major concerns about robust SE. The vulnerability of the least trimmed squares (LTS) estimator, which is robust towards leverage points, is shown. More generally, the weaknesses of robust regression equivariant estimators are discussed if attacks are developed and optimized based on a projection framework. Attack scenarios are outlined considering the number of attacked Jacobian elements, a decomposition of the system to maximize robustness, and whether a DC or AC formulation is used by the operator. Stealthy attacks that stay undetected with respect to the robust LTS are studied. Masked attacks are defined as well. Some possible solutions and remedial actions are proposed. Robust state estimation methods are evaluated and compared in the presence of different configurations of attacks through Monte Carlo simulations on the IEEE 14- and 30-bus test beds.