I can tell you that in Spain, the law says that an American must have lived continuously in Spain for 10 years. The only document accepted to prove this (as of 1998 - don't know if it's changed) is a police report where the dates of your work and residence permit appear. Then it takes around 2 - 3 years for the administration to notify you of their decision. If you marry someone Spanish, I think it's "only" five years. It's getting harder and harder to get into Europe to work, but here in Spain they have occasional periods where "illegal immigrants" can apply for papers without too much hassle.