See Bluebook rule 21.9
A basic citation to the Official Journal looks like this:
2009 O.J. (L 311) 35.
2009 : The year this issue of the O.J. was published
O.J. : Abbreviation for Official Journal
(L 311) : This parenthetical information identifies the series (the L series contains legislation) and that the issue number is 311.
35 : The pinpoint reference. On this specific page, the document cited begins.
When citing legislative acts of the Council and Commision, more than just the O.J. citation is necessary to identify the act:
Council Regulation 1355/2008, Imposing a Definitve Anti-dumping Duty and Collecting Definitively the Provisional Duty Imposed on Imports of Certain Prepared or Preserved Fruits, 2009 O.J. (L 47) 35.
Council Regulation 1308/99, Laying Down a Community Procedure for the Establishment of maximum Residue Limits of Veterinary Medicinal Products in Foodstuffs of Animal Origins, 1999 O.J. (L 156) 1.
Notice in the first example the year (2008) includes all four digits. Notice in the second example, the year (1999) is represented by the last two digits of the year. The Bluebook examples present this variation but don't provide any guidance for when the entire year as opposed to the last two digit is used. My advice is to cite the year in the same way you see it in the O.J. For practical purposes, that means that anything from the year 2000 forward will use all four digits of the year. Acts prior to 2000 will often be expressed with only the last two digits of the year.
Council Decision 2008/336, Appointing and Replacing Members of the Governing Board of the European Centre for the Development of Vocational Training, 2008 O.J. (L 115) 32.
Commission Directive 2006/75/EC, Amending Council Directive 91/414/EC to Include Dimoxystrobin as Active Substance, 2006 O.J. (L 248) 3.
When citing a Regulation, the regulation number goes first followed by a slash and the date. When citing legislation other than regulations (Directives, Decisions, Opinions, etc.) the date goes first followed by a slash and the document number. The Bluebook offers no explanation of this. It is simply the way these instruments are cited in the O.J. and the Bluebook examples reflect this practice.
The best way to access European Union materials on Lexis and Westlaw is to set up a tab.
In Westlaw, click on 'Add a Tab' and select European Union from the list. In one convenient place, all EU law is available as well as journal literature. I great way to identify a topic for your research paper is through the journal literature. Quick search templates are also available if you know the name of a case or document or its number.
In Lexis, click on 'Add/Edit a Tab' and select International Law from the list. Here you will notice that Lexis contains the EUR-LEX databases for legislation and case law. News files and a special "Emerging Issues" databases specifically on the EU is available. Another good place to get ideas for papers.
The easiest way to retrieve documents by citation is to use the Quick Search templates available on your European Union tab. They are on the right side of the screen. Click on the edit button in the upper right corner of the search box to view the various search templates for Words in the Title, Party Names, Document Number and Date.
You can also use these formats in the FIND BY CITATION box located throughout Westlaw:
Council Regulation 806/2003/EC, 2003 O.J. (L122) 16
oj 2003 l122/16 -OR-
eu: regulation 806/2003
Council Directive 2005/94/EC, 2006 O.J. (L10) 14
oj 2006 l10/14 -OR-
eu: directive 2005/94
Preparatory Act COM(2005)0171, 2005 O.J. (C146) 13
oj 2005 c146/13 -OR-
eu: com(2005) 171
Opinion of the Economic and Social Committee, 2006 O.J. (C24) 16
oj 2006 c24/16
Tempelman v. Schaijk,  ECR I-1895
eu: case c-96/03
Use these formats in the GET A DOCUMENT tab:
2003 oj l 122
2006 oj l 222
2005 oj c 146
2006 oj c 24
Case 174/82, Officier van Justitie v. Sandoz BV,  E.C.R. 2445,  3 C.M.L.R. 43.
Case C-208/90, Emmot v. Minister for Soc. Welfare,  E.C.R. I-4269,  2 CEC (CCH) 395.
Case 337/85, Ireland v. Commission,  E.C.R. 525, [1987-1988 Transfer Binder].