Well I live in Europe (Germany) and most countries here have a very clear stance that downloading a private copy is legal.

To be fully correct: many countries here have a clear stance that obtaining a private copy from a legal source is not a violation of the law, while any person can still be prosecuted for (perceived) copyright violation under civil law if they obtain a copy illegitimately. In April 2014 the European Court of Justice declared that the Netherlands was violating European law by legalizing private downloads from illegal sources, the only country in the world to have actually legalized downloading copyrighted content by law prior to April 2014.

Obtaining a private copy goes hand in hand with the copying levies we Europeans pay, the levies for the Netherlands were lowered following the verdict. If downloading private copies was legal despite the source in Germany, Abmahnungs would not be so popular and lucrative in Germany.