A quick chart, culled from the continually useful sources at Forman et fils, depicting team bullpen performance by month thus far in 2015.
Yes, sorted by ERA, which may leave a sizable portion of analytical types cold, but we prefer to keep this very simple, because what you're really looking for from relief pitching is quality and consistency.
What we can see from the chart is that there are three teams--the Royals, the Pirates and the Cardinals--who've been consistently killing in 2015. They are the only three with the yellow-to-orange color coding (sub-3 ERA) for each month thus far.
We can also see when teams are or were doing well, it often stemmed from fine work from their bullpen (the Yankees were hot in April, the Orioles and the Blue Jays both have been playing well this month, and the Cubs have kept themselves above .500 despite spotty hitting/starting pitching in June thanks to a boost from the relief staff).
Breaking performances down to the individual level would be next, but we don't want to get down into that here. One notable example of this if we decided to do so, however: the Dodgers got closer Kenley Jansen back in mid-May and he's been virtually lights-out (22K in 13 IP, 2-0, 9 SV, 0.75 ERA) but the rest of the Dodger pen has been an arson squad this month. They're still managing to win games at the moment, but this is a problem that could get out of control if they don't find a way to address it soon.
It's also good to note that bullpen performance can be extremely fungible. Three teams who did well with relievers last year--Mariners, Padres, A's--are all struggling with their pens this year. There are no gimmes, or automatic answers, particularly in this segment of the game.