This Yanks Abroad Map shows where all of the American exports are currently playing in Europe. I used the list they have over at the Yanks-Abroad website. I've only included players in the top two divisions in their respective countries.
I placed the icons at each players home stadium, just click on the player icons and the club and player names will appear. Zoom all the way in on an icon to see that players home stadium and it's surroundings.
It's somewhat easier to navigate if you click on "View Larger Map" and go to the google maps page. There is a list on the left column of the map with the clubs and players that you can use by zooming in to your desired level and clicking through the listed club names.
View Larger Map
If you have Google Earth, this will work with that as well. Just click the "view larger map" link above and then click "open in google earth" above the map on the google maps page. Then you can just hit play and it will zoom you around to all of the clubs in order.
[I finally got around to updating this map that was originally posted in March (thanks to Unprofessionalfoul for the link and the unintended reminder). I'm going to attempt to keep it up to date over the coming transfer weeks, if you notice anything that needs updating please let me know]