Uneven wear of brake pads Yesterday I checked my brake pads and noticed that the wear is uneven: much more on the left side, much less on the right side (both front and rear wheel).

This is how they look:



The left ones have almost reached the wear line, while the right one no. 
I never noticed any problem with braking.

Is there anything I should check?

When I installed them I made sure that the distance from the rim is the same on both sides and that when I pull the brake lever they are both engaged.
With the brake tension released (either through the quick release or untensioning the brake wire) is the spring tension on both sides equal? As @Daniel R Hicks notes, some unevenness is inevitable with direct pull and cantilever brakes due to their design. 

For V brakes and other direct pull (as well as cantilever) there's a little screw on each arm that helps adjust the spring tension. For cantilever brakes, you might also want to make sure your straddle cable is evenly centered. 

Also, you should make sure both brake arms move smoothly by lubricating the pivots with a dry lubricant (PTFE, etc.) and working them back and forth.  There's a related question about how to overhaul the sleeve bearings: cleaning v-brake arms with riveted inner sleeve