This is not a total a Europe solution, but from the UK one might want to look at Three Pay As You Go "Feel at home" SIM Card. For 15 EU unlimited data for 30 days in Austria, Denmark, Finland, France, Italy, Norway, Republic of Ireland, Sweden, Switzerland, and as a plus the USA. I'm leaving for Europe again Sunday and haven't actually tried it, but its working fine in the US.
Germany that I visit frequently is missing so I have used and just paid for another 30 days of 7.5 GB of 4G data from O2 Deutschland. They have several data packages for 30 days the 7.5 GB 4G data is 35 EU. All their webpages are in Germany, but Google Chrome translates them on the fly. I ordered both cards from ebay and use a dual SIM phone.
Another SIM I have used is OneSimCard that has several different size Europe data packages the largest gives you 1 GB data for 30 days-kind of high at $125. These packages mostly cover EU countries plus Russia and few other countries: Austria, Azores, Belgium, Bulgaria, Canary Islands, Croatia, Cyprus, Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Guadalupe, Guernsey, Hungary, Iceland, Isle of Man, Ireland, Italy, Jersey, Latvia, Lithuania, Luxembourg, Malta, Monaco, Netherlands, Norway, Poland, Portugal, Romania, Russia, Slovakia, Slovenia, Spain, St. Barth, St. Martin (French) Svalbard, Sweden, UK and Vatican City.
And yet another option is Truphone 9 cents per minute, text or MB in UK, the US, Netherlands, Poland, Spain, and Germany plus some other non-Europe. I actually use this SIM for one of my phones here that is used infrequently as there is no monthly charge – just use.