The mid-gen data we have from GfK via Famitsu's White Paper report shows the Wii with a sizeable lead over the PS3/360 in Europe.
2008 LTD in Europe
Wii - 13.97M
360 - 7.82M
PS3 - 6.86M
2009 LTD in Europe
Wii - 19.67M
PS3 - 10.76M
360 - 10.70M
2010 LTD in Europe
Wii - 24.00M
PS3 - 13.70M
360 - 13.40M
Countries Tracked: UK, France, Germany, Spain, Italy, Netherlands, Portugal, Denmark, Belgium, Luxembourg, Norway, Sweden and Finland
https://web.archive.org/web/20110809195049/http://homepage3.nifty.com/TAKU64/diary/diary_9.htm
https://web.archive.org/web/20110601225737/http://homepage3.nifty.com/TAKU64/diary/diary.htm
The late-gen data we have from Nintendo's internal estimates still shows the Wii leading other 7th-gen consoles in Europe.
2011 LTD in Europe
Wii - 29.5M
PS3 - 19.6M
360 - 17.4M
2012 LTD in Europe
Wii - 31.5M
PS3 - 23.9M
360 - 20.4M
http://www./forum/showthread.php?t=426128
http://www./forum/showthread.php?t=510874
We also have an interesting tidbit from NPD and GfK. It's clear that the PS3/360 had surges at the end of the console generation. The final standings would have been extremely close in Europe. While it is possible that they both overtook the Wii in the end, we simply do not have enough evidence to support the claims that they did.
2015 H1 Install Base in North America and Western Europe.
PS3/360 - 123M
Wii - 76M
http://www./forum/showthread.php?t=1104839