Michael van Leest pinged me earlier in the week to let me know of a new ColdFusion User Group he is trying to start up in The Netherlands. More information may be found at his blog post.
I'd also strongly encourage folks to check out Adobe Groups. You may think there isn't a user group near you but this is the perfect place to find out for sure. Be sure to keep your options open. Our local group (Acadiana AUG) isn't ColdFusion specific, but I've loved the wide variety of topics we've been able to cover. (I hate to admit it, but one of my favorite sessions was on typography. Maybe I'm a closeted designer and I just don't realize it yet.)