Michael Kohlhaas by Heinrich Kleist. Kohlhaas is a 16th-century horse trader who suffers an injustice at the hands of a land-owning knight. He labors for months to have this injustice rectified through the legal system, but the knight's relatives have Kohlhaas's suits thrown out at every turn. Kohlhaas decides to take his justice by the force of arms. Martin Luther intervenes, and things start to get Kafkaesque. (Though I suppose we shoud actually say that Kafka is Kleistian.) One thing I love about this novella is the tone, which is completely deadpan even as the violence and intrigue escalate to a ludicrous degree.
The Translation of Father Torturo by Brendan Connell. Xaviero Torturo is a sociopathic priest who wants to be pope. His escapades--in an Italy that's a mixture between that found in a giallo thriller and a steaming, lurid gothic--are quite perverse. The details, or the "local color", are all lovely, the shades of the rivers, the sidewalks, the funicular ride on the way to Slovenia. I was also quite amused (once I looked it up) by the idea of a pope who would name himself Lando II.
The Other Side of the Mountain by Michel Bernanos. To be honest this is hardly a Europe at all, since the narrator has signed onto a galleon by the first sentence. It's more of a European nightmare. The galleon is sailing to "look for gold in Peru for the Spaniards," a somewhat vague quest, to be sure--a nightmare of colonialism gone awry? Where they finally arrive is nowhere so normal as Peru. I quite like the writing, which is clear as crystal and very evocative of horrible wonders. I think it's the prose equivalent of a Dali painting, though I might be wrong.