Just sort of using this thread as my notepad, sharing what I know, and asking others for help and further information. Policemen seem like a type of person which would show up easily enough in games, so I wanted to have a reference!
Why the interest in policemen? Well, the way I look at it, if you include civilians or bystanders of any sort in your games, then policemen are great additions - they're either armed or have access to arms, so they can fit into combat-oriented games and will be more readily recruited to help the heroes fight the monster-of-the-week or villain-of-the-day than a regular civvie. Alternately, they can serve as local foils or hazards for your heroes to negotiate.
They're also quite distinct, so they're a way to firmly locate a game visually in a specific country or place with the simple addition of a single figure or two - civilian clothes are more regional (and sometimes even near-universal, thankfully) and architecture can be regionally fudged (and who wants to build different buildings for every country anyway? Oh lord!), but coppers are distinct. See a table featuring a quiet village with a local PC Plod and you know you're north of the Channel. Swap him for a gendarme (and change your signs around if you've got any)? Now you're clearly in France.
Finally, their uniforms are often military derived, and there are some existing figures in police uniforms as well, so conversion work isn't supremely difficult.
The biggest problem I have is the colours! It's difficult to get accurate colour information when it's typically not mentioned in obvious text and only appears in the relevant language. Help on uniform colour (generally a main colour plus detail colours) would be very much appreciated.
UK Constables & French Gendarmes: I will not actually be covering those here since there are a great many resources and references online and they are relatively easy to find.
Suffice it to say that they're the only figures which have actual dedicated sculpts, mainly from Artizan who have a single French gendarme (also usable as a Swiss Gendarme, I think, with a different colour of paint), and they have quite a lot of interwar bobbies (no doubt for VBCW).
If you ARE curious about French uniforms, the Paris police have a great historical resource here:
http://amicale-police-patrimoine.fr/catalogue%20uniformes.html to get you started
French uniforms were dark navy, only with trim elements in a light cream or white.
For Brits, there's a good TMP discussion (haha, what a phrase to use), on bobbies here:
http://theminiaturespage.com/boards/msg.mv?id=175104 the colour was of course a very dark navy, almost black, trim and tabs being the same colour plus black leather gear.
Germany:
There are two eras of interwar German police uniforms, pre-Third Reich and post-Third Reich. Pre-Reich police uniforms are similar to British police uniforms except they seem to have typically been a dark forest green and featured a short tapering shako with an elaborate badge. Third Reich-era uniforms are similar, retaining the familiar German police shako, but seem to have been a lighter shade of green, are more akin to Wehrmacht officer uniforms in cut, add a Sam Browne belt, and of course incorporate Nazi elements in the iconography. See this thread for details and pictures:
http://leadadventureforum.com/index.php?topic=19610.0Switzerland: Swiss Gendarme uniforms are essentially identical to Swiss military uniforms in character except they would have been in a neutral mid-grey with bright blue trim & tabs. See this thread for a discussion on Swiss uniforms, as well as some information on the differences between those and French Gendarmes:
http://leadadventureforum.com/index.php?topic=80806.0Belguim:
Belgian Gendarmes are actually wonderfully referenced, thank to Tintin comics. As with the Swiss, they were also very similar to French uniforms, but are black with red trim, and feature a more rakish sort of kepi-forage cap hybrid (with the crown tilted backwards, instead of being a straight vertical cylinder).

The Seven Crystal Balls is a good resource for this; it's technically a post-war story, but as I understand it, the uniforms hadn't substantially changed yet and wouldn't until the late 50's or early 60's.
Russia: Cuprum kindly supplied me with this information a few years ago on Soviet-era interwar police. It seems for figures you could just use interwar or early war army figures as the cut was the same only the colours were different.
Militiamen (police) - wore the same uniform as the army, but other colors.
Black uniform (black pants, too) - winter uniforms for street patrol, criminal investigation and administrative staff.
Blue uniform (pants also blue) - Mounted police.
White shirt and white cover on forage cap - summer version of uniforms for all employees. Pants are the same as in winter uniform.
Unfortunately I forgot to ask what colour the hat band/insignia would be! Does anyone know?
Poland:Interestingly Polish police interwar uniforms seem almost American in cut and design! You might be able to use American motorcycle coppers (to get the right pants & boots) of all things for 'em. Copplestone has some 30's-style American police.


Unfortunately, while they're clearly a dark colour I have no idea what the correct colours would be for the overall uniform or the trim/tabs. Any help would be appreciated there.
Netherlands: I am completely unclear on what would be correct for Dutch Police. I have found fairly widely differing uniforms:

This first image was attached to an article on Dutch police that seemed to focus on pre-war policing, but reading it again, it might be a postwar image

These fellows are clearly labelled as Leiden police dated 1932, so that seems more reliable. Also they're motorcycle police, but don't seem to use riding pants or boots, so this is probably the regular uniform. It seems you could use bobbies, with a different coat of paint just using head- or hat-swaps to replace bewhiskered brits in custodial helmets with clean-shaven Dutchmen wearing these crested Kepis. Again, I don't know about colours here and any help is appreciated.
Italy:Italy is surprisingly unclear for me. I know that in Italy the police forces have a rather odd jurisdictional segregation by duties and not as much by location, so there are local police, traffic-only police, the federal Carabinieri, etc. In any case, I found some images of interwar Carabinieri, but it seems the uniform varied a lot:

Obviously they heavily borrow in cut and design from the existing military uniforms, so I would expect you could use those for conversion purposes. The real trick is figuring out which hat to use and what colours to paint them!
Spain:Police during the Civil War is a mess I figured I would stay out of, besides which I'm sure that's better covered by SCW resources. However, prior to the the SCW, amazingly enough it seems like local police uniforms were very... British!
EDIT: First image is postwar. Ignore please. The two below are prewar (dated 1930).


Huh... how about that?
Also, of course there are the national gendarmerie, the Guardia Civil, with their distinctive hats:

For Guardia figures there are plenty of SCW figures, although these are typically sculpted to be equipped as paramilitary units for actual military combat and not police duties.
More to come later...