Wikipedia has this handy diagram of European supranational bodies for those who wish to suffer additional confusion.
https://en.wikipedia.org/wiki/File:Supranational_European_Bo...
https://en.wikipedia.org/wiki/File:Supranational_European_Bo...
EDIT: No, I'm wrong; while EFTA Court used to be based in Switzerland, Switzerland is no longer subject to it. It still exists, but only for EFTA members who are also EEA members. This whole thing is impossible to keep track of.