In the current "gas-row" between Russia and Ukraine the European Commission's President Manuel Barroso is threatening legal action.
“I would like to convey a very clear message to Moscow and Kiev,” he said. "If the agreement sponsored by the EU is not honoured as a matter of urgency, the Commission will advise EU companies to take this matter to the courts, and call on member states to engage in a concerted action to find alternative ways of energy supply and transit".
Ok, let's sue them, but suing alone won't help much in the long run.
I think, the EU with all their countries should adopt drastic and far-reaching programmes for a joint energy policy with a strong focus on neighborly help and mutual aid and the expansion of renewable energy sources as well as the efficent use of the existent energy sources. And everything should be done to decrease the dependency from just one country.