There's the 1963 Vajont Dam collapse in northern Italy (just south of the Swiss border).
Nutshell summary: one of the tallest dams ever built (262m / 860ft) created a reservoir in a high valley surrounded by the sedimantary limestone slopes of Mounte Toc. Layers of limestone were separated by clay a few cm thick. As the reservoir filled, the clay was hydrated, effectively becoming a lubrication layer. On 9 October 1963 a 2km long landslide of roughly 260 million m^3 slammed at 110 kph into the reservoir creating a tsunami of 115 million m^3 of water which overtopped the dam itself in a 250m high wave. The primary impact was downstream in the Piave Valley utterly destroying several villages and towns, with 1,900--2,500 deaths. (Other waves washed across the reservoir and upstream causing additional damage.)
There's a detailed Wikipedia article: <https://en.wikipedia.org/wiki/Vajont_Dam>.
Also several good videos detailing the specifics of the disaster on YouTube.
Generally the Alps are at a far lesser scale than the Himalaya, but yes, glacier, flood, and landslide risks exist.