Outdoor air pollution is estimated to cause a huge number of premature deaths worldwide. It catalyzes many diseases on a variety of time scales, and it has a detrimental effect on the environment. In light of these impacts, it is necessary to obtain a better understanding of the dynamics and statistics of measured air pollution concentrations, including temporal fluctuations of observed concentrations and spatial heterogeneities. Here, we present an extensive analysis for measured data from Europe. The observed probability density functions (PDFs) of air pollution concentrations depend very much on the spatial location and the pollutant substance. We analyze a large number of time series data from 3544 different European monitoring sites and show that the PDFs of nitric oxide ($ NO $), nitrogen dioxide ($ {NO}_2 $), and particulate matter ($ {PM}_{10} $ and $ {PM}_{2.5} $) concentrations generically exhibit heavy tails. These are asymptotically well approximated by $ q $-exponential distributions with a given entropic index $ q $ and width parameter $ \lambda $. We observe that the power-law parameter $ q $ and the width parameter $ \lambda $ vary widely for the different spatial locations. We present the results of our data analysis in the form of a map that shows which parameters $ q $ and $ \lambda $ are most relevant in a given region. A variety of interesting spatial patterns is observed that correlate to the properties of the geographical region. We also present results on typical time scales associated with the dynamical behavior.