Within Europe, I believe the closest we have come is the complaints filed against several high-level government officials (I can't remember if George W. Bush himself was included or not) in Belgium after the Abu Ghraib scandal broke.
Like many countries, Belgium asserts universal jurisdiction over certain particularly heinous crimes such as crimes against humanity and war crimes. However, these complaints were never investigated, let alone arrest warrants issued.
An arrest warrant in Belgium would be a lot more politically "interesting" than one in Iraq or Iran, since Belgium is the seat of NATO, the EU Commission, the Council of Europe, and some other important international organizations that high-level US officials might have legitimate need to visit in person.