• Carlo III, Duke of Parma — Stabbed to death by two unknown men while taking a walk.
• Juan Prim, Prime Minister of Spain — Shot by unknown persons while leaving the Cortes.
• Aleksandr II of Russia — Blown to pieces by a bomb by members of the populist revolutionary group, Narodnaya Volya.
• Sadi Carnot, President of France — Stabbed to death by an anarchist.
• Antonio Cánovas del Castillo, Prime Minister of Spain — Shot by an anarchist.
• Umberto I of Italy — Shot by an anarchist.
• Empress Elisabeth of Austria — Aunt by marriage of the famous Franz Ferdinand; stabbed by an anarchist.
• Grand Duke Sergei Aleksandrovich of Russia — Blown to pieces by Socialist Revolutionaries.
• Carlos I of Portugal and Luís Filipe, Prince Royal of Portugal — Shot by republicans.
• Pyotr Stolypin, Prime Minister of Russia — Shot by a socialist revolutionary, though since the assassin was also an informant for the Okhrana, it's possible that there was a conspiracy afoot.
• Georgios I of Greece — Shot by a man with unclear motivations.
• Eduardo Dato, Prime Minister of Spain — Shot by Catalan anarchists.
• Symon Petliura — Shot by a Jewish poet who blamed him for pogroms during the Russian Civil War.
• Sergei Kirov — Member of the Politburo. Shot by a disgruntled loner with delusions of grandeur, though he was later made to have been acting on the orders of former rivals of Stalin.
• Reinhard Heydrich — Blown up by the Czechoslovak Resistance.
• Ion Gheorghe Duca, Prime Minister of Romania — Shot by three members of the Iron Guard for trying to suppress the movement.
• Louis Mountbatten, 1st Earl Mountbatten of Burma — Killed by a bomb planted on his fishing boat by members of the IRA.

I can't think of anything involving conspiracy theories on the level of the JFK assassination, but there were plenty of cases of political assassinations in Europe in the past 150 years.

Firstly, there's various Anarchist movements killing high level political leaders around the turn of the 20th century. (This is not limited to Europe, by the way, US president William McKinley is another prominent victim). Several European monarchs and nobles were killed, including Tsar Alexander II and the Austrian-Hungarian Empress Elizabeth. Several non-royal leading politicians were also assassinated, among them French president Sadi Carnot, three Spanish prime ministers: Antonio Cánovas del Castillo, José Canalejas and Eduardo Dato Iradier, and Russian Prime Minister Pyotr Stolypin.

(There were also many unsuccesful attempted assasinations, for example on Leopold II of Belgium, the Ottoman Sultan Abdul Hamid II, Wilhelm I of Prussia and Queen Victoria, but also on Benito Mussolini)

The German Weimar Republic saw a lot of politically motivated terror and assasinations, with several prominent politicians being assassinated by right wing paramilitaries. The killings of Rosa Luxemburg and Karl Liebknecht during the Spartakist uprising in 1919 are actually surrounded by some conspiracy theories, as there are claims that the Freikorps members who killed them had approval from government officials (possibly even president Ebert). Kurt Eisner, the premier of the People's State of Bavaria was assasinated by a nationalist who apparently acted alone. In the 1920s the Organisation Consul was behind several high profile assasinations, including those of former finance minister Matthias Erzberger and foreign minister Walther Rathenau.

The later 20th century saw terrorist assassinations by left wing paramilitary organisations like the German Rote Armee Fraktion or the Italian Brigate Rosse. The RAF carried out several attacks against US and NATO facilities, among their prominent victims were Jürgen Ponto, director of Dresdner Bank, and Hanns MArtin Schleyer, head of the German employers' association in the 70s and senior diiplomat Gerold Braunmühl in the 80s. In 1991 they assassinated Detlev Karsten Rohwedder, head of the Treuhandanstalt reponsible for the privatisation of the state-owned property of the former GDR. This is another case where there are some conspiracy theories, because although the RAF claimed responsibility, there have been claims (by Rohwedder's widow, amongst others) that remnants of the East German Stasi were involved (allegedly because Rowhwedder and the Treuhand were close to finding money sectreted away by the SED).

The most prominent victim of the Italian Red Brigades was former Prime Minister Alberto Moro with a later group in the 90s and early 2000s killing Masimo D'Antona and Marco Biagi, advisors to prime ministers Massimo D'Alema and Silvio Berlusconi.

There were also assasinations (and other attacks) by various separatist/independence groups like the Irish IRA, the Basque ETA and the Corsican FLNC. The most prominent victim of the IRA is probably Louis Mountbatten, 1st Earl Mountbatten of Burma, a close relatuve of the royal family. The ETA assassinated Luis Carrero Blanco, prime minister under dictator Francisco Franco, and more or less his designated successor. The FLNC assassinated Claude Érignac, the prefect of Corsica.

There were also assassinations by criminal groups, like the Mafia killing of Italian judge Giovanni Falcone.

The closest you can come to a JFK style mystery is probably the assasination of Swedish prime minister Olof Palme in in 1986 which is essentially still unsolved (there were theories about an involvement of the Kurdish PKK, later Christer Pettersen was convicted of the assassination, then acquitted in a second trial)

Another death surrounded by conspiracy theories is that of Uwe Barschel, minister president of German state Schleswig-Holstein, who was involved in allegations about a very dirty reelection campaign with illegitimate attacks on political opponents. His death in 1987 was ruled a suicide, but there have been various conspiracy theories claiming that he was actually murdered (usually to cover up wrong doings during the campaign etc)

The podcast The RFK Tapes might pique your interest. Not European but some very interesting incongruous circumstances.

Have you read Reclaiming History: The Assassination of President John F. Kennedy by Vincent Bugliosi? It’s massive, but I’m working my way though it at the moment and it’s really good. I’m still not convinced that a SS agent didn’t accidentally shot JFK in the confusion, but Bugliosi goes through the timeline and all the attendant conspiracies in great detail.

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