Elections in Europe: a data handbook, ed. Dieter Nohlen and Philip Stover (2010) Olin Ref JN45.E6 2010
Elections in Western Europe Since 1815: electoral results by constituencies, by Daniele Caramani (2000) Olin Ref JN94.A95 C368x 2000. Print plus CD-ROM. (Also ILR Ref)
Encyclopaedia of European Elections, ed Yves Déloye and Michael Bruter (2007) Olin Ref JN36.E53 2007
The New Voter in Western Europe: France and beyond, ed. Bruno Cautrès and Anne Muxel. Olin JN94.A95 N49 2011
Parties and Elections in Europe A privately maintained database containing "the results of legislative elections from all European countries and more than 100 subdivisions."
European Election Database "The primary goal of this website is to facilitate comparative research on elections in Europe." Regional election results, most of which are aggregated to correspond with the EU's NUTS definition. (NSD, Norwegian Social Sciences Data Services)
Also, for background: Statistical Sources for Social Research on Western Europe 1945-1995: a guide to social statistics, by Franz Rothenbacher. Olin HA1107.R68 1998.
And: The Oxford Handbook of Contextual Political Analysis, ed. Robert E. Goodin and Charles Tilly (2006) Olin JA71.094 2008