Europe in figures: Eurostat yearbook 2011 (Eurostat)
This yearbook presents a comprehensive selection of statistical data on Europa, including the statistics on migration and migrant population. Most data cover te period 1999-2009 for the European Union and its Member States.
These statistics are updated continously and have often fresher content than the latest released printed & PDF edition. Therefore it might be better to consult the statistics on the Eurostat website
The yearbook article presenting the statistics on international migration, population stocks of national and foreign (non-national) citizens, and the acquisition of citizenship can be consulted via this link on the Eurostat website in 19 different languages.