i think that the book by Aulagnier "Mammals of Europe, North Africa and the Middle East" would be good but it depends on what do you want to do? Identification of live animals? of skulls?
I didn´t find any specific book for small mammals of Europe. It would be good to know whether you want something related to tracks, spraints, skulls, or identification "in vivo", as Emiliano previously commented. I also agree with him, Aulagnier´s book is probably the latest, though I haven´t used it up to now....
If you wish to identify them by their hair, Teerink has a book called "Hair of West European mammals: atlas and identification key".
I would recommend you this book, as it is the one I´ve used recently: http://www.amazon.com/Mammals-Britain-Europe-Collins-Field/dp/0002197790
MacDonald and Barrett have some identification books about mammals in general. They are not very recent (around 2000), but they are visually very helpful, and sometimes they provide you with tracks, spraints, measurements, ranges, distributions... I have one that has no photos, though... but it has detailed drawings, very useful for the identification of small mammals in the field!!
Dear All thank you so much for your time to write me
Yes, I would like to identify the live specimen of rodents and insectivores, after trapping them. As you mentioned above even the identification of skull and tooth is really important in distinguishing between some species of Microtinae.
Jenrich, J., P-W. Löhr & F. Müller (2010): Kleinsäuger, Körper- und Schädelmerkmale, Ökologie. Verein für Naturkunde in Osthessen e. V. Fulda. 340 pages. ISBN 978-3-86568-147-8
Dear Elton, in Atlante degli Eirnaceomorfi, dei Soricomorfi e dei Piccoli Roditori dell'Umbria in Research Gate, of which I am co-author, you can find 26 species and an ample bibliography. Best regards
And this is the Dutch guide of European Mammals: http://winkel.natuurpunt.be/Veldgids-Europese-Zoogdieren-2e-druk, "Veldgids Europese Zoogdieren", by Peter Twisk, Annemarie van Diepenbeek and Jan Piet Bekker, KNNV Uitgeverij, 2014.
You can find some scanned pages here: https://www.google.be/search?q=veldgids+europese+zoogdieren&rlz=1C1CHMO_nlBE567BE567&espv=2&biw=1303&bih=683&tbm=isch&imgil=DG29-FqmPBDWIM%253A%253BmGshcz3CUlDXiM%253Bhttp%25253A%25252F%25252Fwww.bol.com%25252Fnl%25252Fp%25252Fveldgids-europese-zoogdieren%25252F1001004005466317%25252F&source=iu&pf=m&fir=DG29-FqmPBDWIM%253A%252CmGshcz3CUlDXiM%252C_&dpr=1&usg=__HlkDMN-UrstiRRI9--FFpZDXJ70%3D&ved=0ahUKEwj8lr2sy4DKAhWJthQKHYDHAEoQyjcIMQ&ei=1juCVvzTJIntUoCPg9AE#imgrc=PH5Y4xyP7YqUmM%3A&usg=__HlkDMN-UrstiRRI9--FFpZDXJ70%3D.
Dear all, I used a book Säugetiere Europas by Görner M., Hackental H. in German languege published in 1988, but nowadays it is already probably a bit outdated due to a quick progress in taxonomy. From books mentioned above the German language book mentioned by Dr. Scherzinger seems to be the best solution.
Dear Elton, I think that the answer was already given by Diego. The available English book is the following: http://www.amazon.co.uk/Mammals-Britain-Europe-Collins-Field/dp/0002197790. (I feel now like an agent of a book-selling company :-)