Europe has the WEEE Directive but I'm not sure if it's really law for individuals or just manufacturers.
The WEEE directive imposes the responsibility for the disposal of waste electrical and electronic equipment on the manufacturers of such equipment. They impose a duty of care upon the provider towards the end user, who as a result has a disposal route, but no legal obligations under WEEE.
In Britain, if you are an importer, rebrander or manufacturer of new electrical or electronic equipment then it's likely that you'll need to comply with the UK's WEEE Regulations, which in part implement the WEEE Directive. If you do need to comply, then you must register on a producer compliance scheme. You may also have obligations under the WEEE Regulations if you are a business with electrical or electronic equipment to dispose of, or if you sell electrical or electronic equipment.
However, most city, town or county authorities have regulations governing what can be dumped by individuals and where.