yeah, that's some conspiracy docutainment on Youtube...
Of course there are cases of corruption. That Maltese EU commissioner last year comes to mind. But it is vastly different than the problem in the US.
That's because the US has largely legalized corruption. First, through corporate personhood and "money is speech", corporations (and people) won the "right" to give almost unlimited money to candidates's campaigns. And just recently, the standards to prove outright corruption were raised. It is now no longer corruption if a politician and some business regularly exchange gifts/money (one way) and political influence (the other way). For it to be illegal, it must now be proven that some explicit payment is directly linked to some explicit political action, in a clearly defined quid-pro-quo.
None of that happens in the EU. The first is easy to check, because, as mentioned before, campaign spending is quite obviously visible. Otherwise, it would be useless. In a competitive state in the US, every third TV ad is for a candidate. In the EU, a typical station runs maybe four or five per day in the last days before an election.
Corruption by direct payments in exchange for favors is harder to quantify, obviously: The absence of cases can mean none happen, or that that none of them come to light.
But specifically for the EU, it just wouldn't work very well. There are so many people involved with any given decision, you would have to bribe two or three dozens to start making a difference. Between the commission, parliament, council, and subject-specific bureaucrats in each of the member states, any unusual actions favoring special interest are bound to be noticed.
There is also no clear indication of any such shenanigans in the laws and regulations actually passed. Yes, I'm sure there are many examples of regulations people might disagree with. But it is hard to characterize EU legislation as anything but pro-consumer. Case in point: surely the European telecom industry would have managed to stave off free international roaming if it were that easy?
Of course there's lobbying. That's how it works. Business are not, after all, the mortal enemy of societies. And consumer- or environmental-protection, pro-science, or pro-transparency groups have over the last years become much better organized, and influential.
The EU specifically is terribly afraid of public opinion. That regulation about cucumbers and their bending was repealed a few years back, even though it didn't hurt anyone (and is now unofficially enforced by the market itself). It was simply used to attack the EU so often, the people working their got annoyed and scrapped it.