It depends. Here in Germany hollow-point bullets in handgun calibers were banned until April 1st 2003. So, for some strange reason hollow-point ammo in, say, .22lr was legal, in 9mm it wasn't. Until then you had to make do with e.g. Federal EFMJ.
On April 1st 2003 hollow-points in all calibers became legal.
At the same time Switzerland stopped the sale of new hollow-points and other easily deformed bullets in handgun calibers, AFAIK. Though Switzerland is not a member of the EU!