How to work with European Archives and Libraries?

What resources are available in European libraries? How to access them? Is it possible online or onsite research is required? What resources are available online in European Archives? When onsite research is required?
How to research private data under the data protection laws? Access to data: discussing a PoA, Apostle, Notarizations and Certification of foreign documents to access to the archives or registry offices in Europe. Case-studies.