New Year fireworks and festivities have been cancelled in the Belgian capital Brussels because of an alert.
Extra measures will also be in place in cities including Paris, London, Berlin and Moscow.
Meanwhile in Turkey, security services say they have thwarted a major plot to attack celebrations in Ankara.
Earlier this week, Austrian police claimed a "friendly intelligence service" had tipped them off that major European capitals were at risk of being attacked over the holiday period.
-BBC