I have Justice League International volumes 1-4, then the Formerly Known as the Justice League.
But what issue is it where the original JLI ends?
I think in volume 4 the title changed to Justice league and they added the Justice League Europe. But what issue is it that the UN shuts down the JLI and the JLI disbands?
I would like to get the full series, but I don't know about the end stuff. 
 
I may have continued on and ended in a different series.  Any idea, maybe JLE or JLI or JLA?
 
 http://www.comicvine.com/justice-league-europe-breakdowns-postscript/37-35447/ 

Well, the JLI/E/A starts its long, slow march right around the death of Superman.  Technically, the series 'ends' when Obsidian, Icemaiden, Metamorpho, and Nuklon (Atom Smasher) are attacked by the white martians at the beginning of Grant Morrison's run in JLA #1.

There is a specific image of Max standing looking at the camera while the rest of the team is walking away, and I think it says the end or something.  And wikipedia said something about the UN canceling their status or something, so the story sort of ends with them loosing their un connection.  I athink anyway, but I could be wrong and I think it ends in JLE but again i could be wrong.