Norway, Sweden, and Finland. If you consider Iceland to be a part of Europe (Europe and Iceland certainly do), that too. I think people forget that Europe is more than just the Alps.
Looking it up, Austria, Belarus, Estonia, Finland, Iceland, Latvia, Lithuania, Norway, Scotland, Sweden, Switzerland and the Czech Republic all have full laws where anyone can access private land. Many other countries have more limited laws for accessing private land. Private land isn't much of a problem anywhere in Europe I've been (minus Russia) since you aren't going to get shot by accessing it. I'd also add England and Wales to the list above since a lot of their national park and protected areas are private land, but it's no problem accessing it.
You can read about some of the Freedom to Roam laws here:
https://en.wikipedia.org/wiki/Freedom_t ... 20exercise.
Ironically, the first part of my post was to avoid Europe being treated as a whole since it was said "Europe doesn't really have "wilderness,""I ask Scott, because you may be treating "Europe" as a whole, which is very much a mistake. As is really considering comparing a State within a country with a collection of countries in a continent -- a continent that has a land mass 38x larger than Colorado.
If you want somewhat of an apples to apples comparison, Sweden is 1.7 the size of Colorado, but is considered to be 90% wilderness with about 70% protected wilderness. Norway is 1.2 times the size of Colorado (which is pretty similar) and most of it is wilderness. Finland is also about 1.3 times the size of Colorado and has a lot of wilderness. Colorado is actually 2.6 times bigger than Iceland, but the vast majority of Iceland is wilderness.
Outside Scandinavia and Eastern Europe though, there isn't much wilderness. The Alps are very developed compared to the Rocky Mountains, even in Colorado. I avoided going to the Alps for so long because of this reason (no real wilderness), figuring that I'd save it until I was old. I've been a few times since, but now I am old so have an excuse.
I guess the above are all entirely different topics than the thread though and I don't want to derail the thread.