You may find this previous thread useful: http://www.reddit.com/r/AskHistorians/comments/108uh4/during_world_war_two_to_what_extent_were_people/
Not exactly the same question, but close.
This is a hugely controversial question, which historians and non-historians have debated for decades. After all, it strongly ties into moral judgements, into questions of "right and wrong" during wartime: if everyone in the occupied countries knew what was going to happen to the Jews, so the reasoning goes, then aren't they accomplices to the Holocaust for letting it happen?
Anyway, on to the question itself. For the Netherlands, at least, I can answer it. In 2012, the historian Bart van der Boom gave an interview to the magazine Historisch Nieuwsblad, about the book he had just published on precisely this topic. Van der Boom bases his conclusions on Dutch wartime diaries (both of Jews and non-Jews), with the argument that thoughts written down "as things happened" are more reliable than later recollections. In the interview, he discusses his main findings:
Van der Boom sums up his main conclusion as follows:
The "guilty bystander" myth holds that Dutch people collectively looked the other way when Jews were being taken away to be murdered – because it didn't interest them, or even because they despised Jews. I say this is wrong. They really didn't know.
I hope that sheds some light on the matter, at least for this one country. I'll gladly translate more parts of the interview, just ask.