A prehensile tail is one that can be used for grasping (typically the branches of a tree, or other vegetation).
Wikipedia lists several mammals that have fully prehensile tails: many new world monkeys, most anteaters (including the tree pangolin, which is not a true anteater), the binturong (a.k.a. bearcat), the kinkajou, certain new world porcupines, and ... the harvest mouse. It also lists several that have partly prehensile tails – including rats. None of the others is found in Europe.
There is also one fish that has a prehensile tail: the seahorse.
© Haydn Thompson 2017