They are all in western Europe (the western section of Eurasia).
Luxembourg silly!
The Alps are located in Europe, spanning across several countries such as France, Switzerland, Italy, Austria, and Germany.
The European Continent
Spain is on the continent of Europe.
In Zermatt.
Bandicoots are native to the continent of Australia.
The continent is North America.
It is found on the continent of South America.
The Kremlin is on the continent of Europe in Moscow, Russia.
Is this a riddle? I would guess the answer is 'In Paris'. 'Luxembourg' can be a garden, 'Stalingrad' a neighbourhood, 'Rome' a Metrostation - and Europe is all over the place
Asia.