In The Netherlands, the loss of the PvdA was due to its leader being seen as indecisive on direction (the old flip-flop charge). This was a coordinated long-term negative campaign led by the right-liberal VVD party, conceived and directed by Mark Rutte. Fortunately the VVD itself did not profit from stealing negative campaigning frames from the repubs. But there was something to the charge. Bos did not have a good idea what he wanted, or at least could not get a clear message through.

Gerd Schröder's SPD party lost the elections (only just) because of his unpopular neoliberal-light-reforms that did not bring the expected economic dividend (in time).

The French PS lost the presidential elections due to infighting and a hostile media environment. And then somehow decided not to do anything about the parliamentary elections.

In Belgium, the Flemish SP.a lost its charismatic party leader Steve Stevaert due to health problems (ostensibly, he went to become governor of a small province, may have just been hiding from the wind?) and was tainted by association with the Walloon PS. The PS suffered from the most corruption and was blamed for the poor economic performance of Wallonia (which may be true or may be something more or less inevitable that the PS could only have managed a bit better).

In Austria, the SPÖ won the October 2006 elections.

In Sweden, the Social Democratic Party and its leader Persson were in charge for too long anyway. They could have survived, perhaps, had Persson made way for someone else.

Finland I don't know enough about.