To find details of the implementation of EU directives:

• search for the directive on the NEW Eur-Lex: http://eur-lex.europa.eu/homepage.html Click on Linked Documents and click on Display the national implementing measures: NIM. This will then bring back a list of search results for NIMs - you will often see "this document does not exist in your search language" but clicking through will give you the title of the NIM in the language of the member state to give you an idea of the implementing measure.
• search for the directive on OLD EUR-Lex: http://old.eur-lex.europa.eu/RECH_naturel.do?ihmlang=en or http://old.eur-lex.europa.eu/en/index.htm. Click on Bibliographic notice and scroll down to "Display the national execution measure" and click on MNE. You will then get the titles of the NIMs for the member states.

You can also try searching for transposition/implementation reports from the DGs - sometimes they produce reports on how member states have been implementing a directive and can be an easy way to get this information e.g. Commission's First Report on the transposition of the Data Protection Directive was published in 2003. Try the Search Europa Google Custom Search. 

For recent UK implementation, check website of relevant government department. Or search by the directive number across legislation.

To check implementation by candidate countries, use the TAIEX Law Approximation Database - http://lad.taiex.be/.

Note: If no information on National Implementing Measures for a recent Directive, it can mean one of three things: Directive implemented in Member State but info not uploaded to Eur-Lex yet; Directive implemented in Member State but not told EU yet; Directive not implemented.

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