The French funeral directors say 10,000 people died in a two week summer heat wave. The government's reports are anything from 1600-5000. The highest makes France's death rate 1/100th of a percent of the population.
Spain, 1000
Portugal 1300 and Portugal instituted heat wave emergency measures after 1900 people died in 1981.
Italy 2000

Chicago, IL 1995, 5 day heat wave, brought 700 heat-related deaths in the city.

Been reading lots about the heat wave on the net. People here (US) are saying, get A/C. But when Texas had a heatwave (80 or 81), the social services were giving away a/c's and fans and people were not taking them, for whatever reason. The Europeans tend to have a thing against a/c because to them it equals recirculated air, which means recirculated germs. So it probably wouldn't work there either.

Sites:
Plastic on the Heatwave
isteve on the heatwave Read down to August 14th right sidebar.
BBC on the heatwave

Related info sites
Morbidity and Mortality