Not every, but some for sure. A small comparison:
The UK is very susceptible due to in previous lax immigration laws and weak police powers. The British are becoming more vigilant, but they have got a ways to go.
France less so. As they have very broad police powers (stronger than the USA). For example, a police officer doesn't not "reasonable doubt" to search someone. He has the authority to stop anyone and demand Identification (specifically his national ID card). If the doesnt have one on his person he can be immediately detained and questioned for (I believe) 48H. If he's illegal they can almost immediately deport him.
I listened to the testimony of a al-Qaeda member in Prison in Germany (who was convicted of trying to bomb a UN Conference in Strasbourg) who said they had to plan+operate in Germany and then sneak across the border because the police presence in France was too tough for them to operate there. In fact that's how the discovered the plan, the French police caught one of the members whose papers and story didn't match, and then was convinced to rat out the main group of conspirators who were in Germany.
So I would say it depends on the European country...