The Law Library has a variety of case law materials in print from the European Union, including:
Proceedings of the Court of Justice and of the Court of First Instance of the European Communities
Reports of Cases Before the Court of Justice and the Court of First Instance, usually referred to as European Court Reports (ECR)
Common Market Law Reports (CML) and European Union Law Reporter
Case law is also available online from the EU, as well as on LexisNexis Law School and Westlaw.