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I do not seem to be able to find a free shapefile of the European countries. This is the kind of map I am looking to populate with my own data using ESRI ArcGIS: EuropeMapSample

The Eurostat website only seems to have a shapefile of the region with country boundaries that also includes the NUTS divisions. Natural Earth shapefiles only seem to be available for the entire world, not for regions like Europe.

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Take natural earth, select the european countries, either manually or by filtering them, save as a new shapefile. Done. Could not be easier. – Vesanto Jan 21 at 16:11
Got it - thanks a lot @Vesanto! – Sannita Jan 21 at 16:20

Natural Earth is a great source for free data, including country and state borders, at a variety of scales. You would just need to select European countries using the attribute table.

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You can download the "official" EU administrative/statistical units from Eurostat's GISCO service. The vector layers are available as ESRI Shapefiles and Personal GDBs, at different resolutions from here.

Note, in order to extract the country level polygons as below, you will need to extract all features based on the following query STAT_LEVL_ = 1 from the Shapefile NUTS_RS_01M_2013.shp.

enter image description here

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You can download world countries from ArcGIS Online and then open the attribute table, select by attribute (CONTINENT = 'Europe') and then right click to export Europe as a new layer. Presumably you can do the same with other global data sets you've found.

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This ( site is great for getting administrative data from all over the world including Europe. You can get data at different administrative levels as well (e.g., Country, State, County).

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