I have to review some of my previous transactions and need to know exactly what time it was sent. Blockchain.info has all this info, however they don't state the timezone for their time stamps. Does anyone know?
It's UTC. This is obvious when you look at the list of recent transactions at their home page and compare it to the current time in UTC.
However, you should know that (with some exceptions, e.g. when you broadcast the transaction through Blockchain.info) this time (like, fundamentally, all times in Bitcoin) is only an estimate. The only timestamping in Bitcoin is on blocks, and these can be off so much that blocks appear to arrive out of order.