I suppose it depends where in Europe. I spend most of my time in the south and east -- where, e.g., Serbia doesn't even have a prescription system. You can literally buy whatever you want, and doctors won't write you a formal prescription -- they'll give you some product names to pass along to the pharmacist. Bulgaria and other Balkan countries are similar, which is why they're so popular with steroid users and dealers. (I can confirm that you can buy testosterone and other bodybuilding drugs without a prescription, and without any fuss.)
In the Czech Republic, Slovakia, and Hungary, it's mixed, but generally _much_ more relaxed than the US. In many cases, even if a prescription is "required," pharmacists won't stand on principle.
I realize that one can't generalize across the entire continent, but there are certainly regions where things are more like Thailand or China than they're like the USA. And it's really no big deal.