In the EU, Police and Judicial Cooperation in Criminal Matters is a work in progress. The newly approved Lisbon Treaty is a huge step in advancing this agenda.

Regarding extradition, I'm sure a number of states are not allowed either by their constitutions or by their laws to extradite one of their own citizens. This should become a bone of contention at some point in the future.

En un viejo país ineficiente, algo así como España entre dos guerras civiles, poseer una casa y poca hacienda y memoria ninguna. -- Gil de Biedma