In games of Generations 3, 4 and 6, you can find out about EVs by meeting a particular person, who will give you an Effort Ribbon, if your Pokemon is fully EV trained. It won't give you the exact EVs though; nowhere in the games are the particular numbers mentioned.
>Ruby/Sapphire/Emerald: Slateport City - Given by a woman who stands in the marketplace.
Diamond/Pearl/Platinum: Sunyshore City - Given by a woman who stands to the left in the Sunyshore Market.
HeartGold/SoulSilver: Blackthorn City - Given by the woman on the right in the house to the right of the Pokémon Center.
In Generation 5, an NPC in Opelucid City will comment that the Pokémon has put in a lot of effort if it is a Fully Trained Pokémon.
Additionally in Generation 6, you have Super Training. There will be a muscle-man sprite, that shows up above the table. There is also a Pie-chart that will indicate the EVs your Pokemon has gained.
Hope I helped!