You are far more likely to experience a terror attack in your home country than you are in Europe, and are people checked when travelling on trains and buses there? Anyway the risk of dying in terrorist attack compared to the annual risk of dying in a car accident is 1 in 19,000 - so get over it!
EDIT: The only security checks that I have seen in Europe are for the Eurostar train at Gare du Nord in Paris and St Pancras Station in London. I am not aware of of such checks anywhere else in Europe. Armed soldiers with sniffer dogs patrol many of the larger train stations, but that is about the extent of the security. There is no need of anything more.
Generally no checks unless there is a specific threat (or you are a bit silly) The Paris/Brussels to London rail service has airline style security though
Most of Europe None and the EU None
there are usually dogs trained to sniff out weapons, drugs, etc... there are also metal detectors and police using the wands and the luggage in all of the compartments get screened through the x-ray machine - I mean security has gotten pretty tight now - too many idiots with a grudge who want to hurt other people because they feel hurt themselves -
There are no checks at all.