“The Republic of Kalmykia is the only region in Europe where Buddhism is the most practised religion.” Wiki. I just discovered this place whilst doing some random surfing.
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Well yeah, although it is not an independent nation, but rather a part of Russia. Still a republic, though.
The main point is that it is Buddhist and in Europe.
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From the above link:
Religion:
Religion in Kalmykia (2012)[17][32]
Buddhism (37.6%)
Russian Orthodox (18%)
Spiritual but not religious (13%)
Atheist and non-religious (13%)
Other and undeclared (9.0%)
Islam (4%)
Tengrism and Kalmyk shamanism (3%)
Other Orthodox (1%)
Unaffiliated Christian (1%)
Hinduism (0.4%)
Tibetan Buddhism is the traditional and most popular religion amongst the Kalmyks, while Russians in the country practise predominantly Russian Orthodoxy. A minority of Kalmyks practises pre-Buddhist shamanism or Tengrism (a contemporary revival of the Turkic and Mongolic shamanic religions). Many people are unaffiliated and non-religious.
As of a 2012 survey[17] 37.6% of the population of Kalmykia adheres to Buddhism, 18% to the Russian Orthodox Church, 4% to Islam, 3% to Tengrism or Kalmyk shamanism, 1% declares to be generically unaffiliated Christian, 1% are either Orthodox Christian believers who don’t belong to church or members of non-Russian Orthodox churches, 0.4% adheres to forms of Hinduism, and 9.0% follows other religion or did not give an answer to the survey. In addition, 13% of the population declares to be “spiritual but not religious” and another 13% to be atheist.[17]
Most practised religion in Europe is consumerism, with a shopping therapy as its most advanced remedy for dukkha 
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