Over the last few decades, in disciplines as diverse as economics, geography and complex systems, a perspective has arisen proposing that many properties of cities are quantitatively predictable due to agglomeration or scaling effects. Using new harmonized definitions for functional urban areas, we examine to what extent these ideas apply to European cities. We show that while most large urban systems in Western Europe (France, Germany, Italy, Spain, UK) approximately agree with theoretical expectations, the small number of cities in each nation and their natural variability preclude drawing strong conclusions. We demonstrate how this problem can be overcome so that cities from different urban systems can be pooled together to construct larger datasets. This leads to a simple statistical procedure to identify urban scaling relations, which then clearly emerge as a property of European cities. We compare the predictions of urban scaling to Zipf's law for the size distribution of cities and show that while the former holds well the latter is a poor descriptor of European cities. We conclude with scenarios for the size and properties of future pan-European megacities and their implications for the economic productivity, technological sophistication and regional inequalities of an integrated European urban system.