At least in my country, Spain, guest data must be sent to the police database within 24h of his/her check-in.
I knew Estonia did, so I used that as a basis for a search. Apparently they requested basically an RFC from other EU countries on whether they do [1].
Of the respondents, the following require registration: Belgium, Estonia, Finland, France, Germany, Hungary, Latvia, Lithuania, Luxembourg, Portugal, Spain, Sweden, and Norway.
That’s non-exhaustive, I know from other sources that at least within the EU Italy does as well, not to mention countless other countries around the world.
1: http://emn.ee/wp-content/uploads/2016/02/466_emn_ad-hoc_quer...