(Co)homology of the Eilenberg-MacLane spaces K(G,n)

Computing the integral cohomology of $K(\pi,n)$'s is feasible but a bit tricky. In fact the only reference I know is exposé 11 of H. Cartan's seminar, year 7. I'd be interested if there are other sources that cover that.

You might find some useful information in the Lausanne thesis of Alain Clément:

http://doc.rero.ch/record/482/files/Clement_these.pdf

In particular, he gives an account of Cartan's results in Chapter 2, then describes a C++ program for computing integral (co)homology of certain ($2$-local) Eilenberg-Mac Lane spaces in Chapter 3. An appendix lists the integral (co)homology groups of $K(\mathbb{Z}_2,2)$, $K(\mathbb{Z}_2,3)$, $K(\mathbb{Z}_4,2)$ and $K(\mathbb{Z}_4,3)$ up to degree $200$.

Expanding slightly on Ryan's comment: it's an easy fact (often attributed to Serre) that the set of cohomology operations $H^k(-;G)\to H^r(-;H)$ (i.e. natural transformations) is in 1-1 correspondence with $[K(G,k),K(H,r)]=H^r(K(G,k);H)$ (for any abelian groups $G,H$). There are tons of these, some easy, some not so easy to understand, corresponding to how easy the calculation of $H^r(K(G,k);H)$ is. A nice subset are the stable operations (compatible with a certain suspension $[K(G,k),K(H,r)]\to [K(G,k+1),K(H,r+1)]$ which come in families, the most common family being the Steenrod algebra, corresponding to $G=H=Z/p$. There are non-stable operations also, eg the Pontryagin square $H^k(-;Z/2)\to H^{2k}(-;Z/4)$.