Where in "Europe" would that be ?
There would be no sense in suggesting to fly into Ireland if your destination is Malta or Cyprus (just examples) ...
Non-stop flights to Europe out of PHX and LAS are limited in numbers. I´m aware of the following:
PHX: BA daily ex. WED to LHR
LAS: DE to FRA (sometimes good fares on www.condor.com ), VS daily to LGW
LAX: Check AI to FRA
However, in your case (your profile says "Tempe") I would take any cheap&good connection out of PHX ...
UA/LH via DEN or ORD ?
EDIT: I just came across the following thread in "Polls&Prefs": Need Help For Cheap Transatlantic Flight (by Nygfan84 May 1 2006 in Aviation Polls & Prefs) --> Any relation between these two ... ?!
[Edited 2006-05-04 12:41:35]
Carpe diem ! Life is too short to waste your time ! Keep in mind, that today is the first day of the rest of your life !