- The spear of destiny is pretty mysterious. And it plays largely in Europe. The Nazi's even searched for it.
- Ghost stories are there a lot in England. I thought one in every 12 buildings appear to have one. Even a pub with a ghost exists.
- The Loch Ness creature. Perhaps you can put it together with Sweden's 'Storsjoodjuret'
Info on the StorsjoodjuretOfficial Storsjoodjuret page- The Holy Grail myth/mystery is pretty European.
- The Illuminati who mingled with the Batavian freemasons.
- The Golem of Prague. Made by Rabbi Löw and according to the story still present at an attic in Prague.
- Many vampire legends in Eastern Europe. Especially in the Czech Republic and Romania (Dracula => Vlad Tepes).
- The Tatzelworm in the Alps. This is more cryptozoological than mystery or ghost story.
- The Beast of Bodmin More. Big black cats who rome the countryside in Britain.
- The Welsh Werewolf. Very scary and well known werewolf story from Wales.
BBC Page on the Welsh Werewolf- There are a few people who give a ghostly twist to the Rasputin story. But it is well known to be a mystery.
These are a few mysteries and ghost stories I know right now. If I would search my database I would come up with more.
I don't know if there are useful subjects here, but they are mysterious.
Also try these for stories:
British Paranormal Research SocietyThe British Paranormal Alliance