In the data for Netherlands (admin level 2), I see entries that are no longer valid. In the area where I come from, several municipalities merged into two larger municipalities, "Westland" and "Midden-Delfland" (http://nl.wikipedia.org/wiki/Gemeentelijke_herindeling_Westland, in Dutch); in the admin level 2, the old municipalities are still present.
In the readme PDF accompanying the shapefiles, a source for the Netherlands is mentioned (http://www.cbs.nl/nl-NL/menu/themas/dossiers/nederland-regionaal/publica...) that lists the correct municipalities. A new version is available at http://www.cbs.nl/nl-NL/menu/themas/dossiers/nederland-regionaal/publicaties/geografische-data/archief/2012/2012-wijk-en-buurtkaart-2011-art.htm; that data is generalized, but a link to non-generalized data is provided (seems to be available at no costs). Both are in shapefile format.
I haven't checked, but the same may apply to other municipalities nation-wide.