Count: 0 — There are no European countries that start with the letter Z. For an A–Z reference aimed at students, travelers, teachers and curious readers, authoritative lists from the United Nations, Eurostat and the CIA World Factbook show no sovereign European state whose English short name begins with Z. Interesting detail: the letter Z does appear as the initial of several non‑European countries (for example Zambia and Zimbabwe) and appears inside some European names (Czechia, Bosnia and Herzegovina), but it never serves as the first letter of an English short name for a European country.
Note the reasons for this absence. Country names reflect long histories and the phonology of local and colonial languages; Z is simply an uncommon initial for the historical place‑names that became modern European states. Include transcontinental countries in the same way as standard sources do, and exclude dependent territories unless they are widely treated as countries; even with those rules applied, no entries appear. Consult UN member lists, Eurostat, the CIA World Factbook and national statistical offices when compiling the full A–Z table of capitals, population estimates and official languages to ensure accuracy and to flag any disputed status.