For what I know, distilling for home consumption is legal in Russia. Distilling in public stills (town, quartier stills) if not at home is allowed in Romania, Hungary, and probably also in Bulgaria. I believe those countries also allow home distilling for personal consumption. The EU forces Hungary, Romania (and Bulgaria) to levy an excise tax on this home production, but the exaction of those taxes is typically not enforced for political reasons.
In Italy distilling, only in public stills and for personal consumption, is "officially allowed" only in the Autonomous Region Friuli - Venezia Giulia. In the rest of Italy it is not legal without license, but distilling for personal use is not a criminal offence any more since a few years (it's an administrative offence,
illecito amministrativo, and if you distill at home, your house cannot be searched for that, not even with a mandate from a judge I mean, because a judge can emit a search permission only for crimes). In theory every still sold must be registered with a certain government office, in practice this norm is totally ignored by sellers, State, Police etc.
Austria allows distillation of alcohol for personal consumption but the kettle must be 1 litre large (in theory). If memory serves, a similar legislation is in force in Germany.
The presence of public stills in Romania, Bulgaria, Hungary and Friuli - Venezia Giulia is a consequence of the historical permission granted during the Habsburg empire.
This source includes Italy and Ukraine in the list, but excludes Hungary, where it is certainly legal though:
http://www.russiaknowledge.com/2018/12/15/russias-moonshine-tradition/
Reading the homedistiller.org forum, the only country where, maybe, there is some attention by the police toward moonshining is the US, I mean the only country where if your ex-wife denunciates you at the Police, there is some probability that the Police rings your doorbell. I don't remember anybody from another country relating some arrest or trial, and even in the case of the US, the cases which are reported are typically connected to another, more serious crime.
I cannot say about Northern Europe countries, but I can say that the tradition of home distilling in Italy, Switzerland, Austria is alive and so engrained into the local culture that trying to suppress it it's like trying to trial people for blasphemy or "foul language" (they were also in the criminal code until recently, but for many decades there haven't been any trial regarding those crimes).
Spain, Portugal, Germany etc. should have the same situation
de facto as in Italy: the law is merely nominal but there is no enforcement whatsoever. That's what I think is the situation, but I would be interested to know from German home distillers.