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Are there any banks in Europe that I can have an account without being in that country?
It can be done, but I believe it would be impractical for most people - i.e., it would likely be cheaper to fly to Europe from other side of the world to handle it in person if you can.  It also depends on where you live. You should take a look if there are any branches or subsidiaries of foreign banks in your country - the large multinational banks most likely can open you an account in their sister-bank in another country for, say, a couple hundred euro in fees.