Rather than research and present you with a list, here is something brief from wikipedia:

In the United Kingdom, Greece, Denmark, and Belgium advertising to children is significantly restricted and in Sweden and Norway all advertising to children under the age of 12 is illegal.[14][15]

In 2007 the European Union took steps on the issue by creating a voluntary pledge program through which twelve major food distributors have agreed not to advertise to people below the age of 12 unless the products promoted reach certain health requirements.[16][17] The move has been highly supported by the World Federation of Advertisers.

In the United States the Federal Trade Commission studied the issue of advertising to children in the 1970s and found that it was unfair and deceptive but did not act on the issue because enforcement of such a ban would be difficult.[18] Since then there have been no other legal attempts to restrict advertising to children in the U.S.

http://en.wikipedia.org/wiki/Advertising_to_children

In Australia there is a special advertising standard focused just on the issue of advertising to children:

http://www.advertisingstandardsbureau.com.au/pages/images/Responsible%20...

Here is the Canadian code:

http://www.media-awareness.ca/english/resources/codes_guidelines/marketi...

There is ongoing debate about whether childhood obesity in the US can be linked to the absense of regulations to prevent targetted advertising at children. The US claims it would be too difficult, despite it working without too many issues in other jurisdictions.