Yes, there are. It depends on the program. For example here, no masters is required:

https://www.cis.mpg.de/cs-max-planck/

"During the preparatory phase, students take courses to build on their existing knowledge of core computer science areas. Depending on a student’s prior academic background (e.g., MS degree), course requirements may be partially or completely waived at the time of admission."

or here:

https://ellis.eu/faqs#can-i-apply-if-i-don-t-have-a-msc-degr...

"Rules in Europe vary. Some participating universities require a MSc, others accept BSc students as well (sometimes under specific conditions). You will find this information in the portal if you click on the list of this year's recruiting advisors."

Not to my knowledge. However, there are countries that allow you to have an overlap of a masters and phd (or shorten the masters and begin the phd early). For example: Germany - https://www.academics.de/ratgeber/master-und-promotion-gleic...

In Portugal it is usually expected that you have one, but every now and then we accept a student without one.

Also notice that in Europe you can get a bachelor and masters in 4-5 years (3+1 or 2), which can be the length of a US undergrad degree.

You usually don't need a masters to do a PhD in the UK.

In some places you technically don't even need any degree, but in practice you wouldn't get accepted without one. (I was looking into this as an option for someone recently!)