The three main sources of FAA STCs that have been validated in Europe and that can easily be searched are the German LBA, UK CAA and EASA itself (for all those approved since September 2003).
To check the CAA list, go to
Airworthiness Approval Notes Database Search | Airworthiness | Safety Regulation
Enter the FAA STC number in to the search table and you should find any associated CAA approvals.
For the EASA list, download the .pdf list then using the FIND fucntion in Acrobat, enter the FAA STC number and hopefully it'll turn up.
I don't know if you can still access the LBA list, but I have the final version so if you have a specific FAA STC you need checking, I'd be happy to look it up.
IO-540 always like to remind us that European avionic shops are far less capable/reliable than those in the US and that with 90% of the aviation market, the American approval system must always be right. Some of us work under both approval systems and do know how to use the EASA certification system and make it work effectively. In many cases, EASA design approvals provide significantly better certification data than provided in equivalent FAA STCs!