How does one go about doing a Ph.D. in Europe as an American? I'm entering my senior year of college in the US and I'm starting to consider my options for graduate school next year. My field is kind of blurry, in that I have certain research areas that I'm interested in, but researchers in those areas often fall into many different fields (linguistics, cognitive psychology, neuroscience, psycholinguistics, etc.)

I have some faculty that I'm interested in working with, but I have a dilemma because some people (and schools) I'm interested in are in the US and some are in Europe.

I've been reading about how graduate school typically works in Europe, and it seems to be quite a different beast from the US. Many (practically all) Ph.D. programs in the US that I looked at are entered immediately after a Bachelor's degree, they're fully funded, and the two years of course work at the beginning is to earn the Master's degree. On the other hand, all of the European programs I looked at vary greatly on how their funded (I'm so confused), and require a Master's.

So this brings me to a lot of questions.

Are Master's degrees in Europe funded? And what would happen if I would decided to get a Master's degree in Europe but then come back to the United States for the Ph.D.? Is it possible to go straight into a European Ph.D. without a Master's at all? (I'll be graduating with 18 credits of graduate coursework and 27 credits of independent research).

Does anyone know of any good resources so I can figure out this situation?
I am not even sure it makes sense to speak about “graduate schools” in Europe. In the countries I know, the big divide is between the master's degree and the PhD program, and not between bachelor and master programs. A master's degree is mostly another diploma with slightly higher requirements/more focused topic but otherwise not unlike a bachelor's degree in the way it's organized. There might be some exceptions here and there but it would be highly unusual to enroll in a PhD program without a master's degree.

Since tuition fees are relatively low in many countries, funding is not an issue in the way it is in the US (you still need to pay for the costs of living obviously but that's already the case for a bachelor's program). In some countries (e.g. France), people coming from abroad to study are treated exactly the same (which means paying something like EUR 250 plus some money for health insurance and a few other things), in others (e.g. the Netherlands), they have to pay a much higher fee (EUR 13000 per year where I work). In Germany the situation seems to be very fluid, with the rules set at the provincial level and changing all the time but I think fees are at most EUR 1000 per year.

Because local students don't have to pay that much and the fees don't differ much if at all from one program to the other, it's not surprising that you didn't find information about whether the master's program is “funded” or not, it's not a distinction that makes sense at this level. Furthermore, in many countries, support for students who face financial hardship is available from the government and not through the universities. Either you qualify and you can choose the university you want or you don't and you have to pay but you wouldn't specifically look for a “fully funded” program.

After the master's degree, the status of PhD candidates also varies a lot from country to country. In Switzerland, Scandinavia, the Netherlands and increasingly Germany, you are an employee with a reasonable salary (people will tell you it's less than what professionals with similar qualifications get, which is true, but you can still live comfortably). Some form of funding (from the main university budget, a research grant, European grant, corporate sponsorship, foreign government grant, etc.) is therefore a prerequisite. In France or Italy, you are considered a student and working conditions are often poorer. In STEM fields, PhD positions are usually funded and you do get some money and resources for your research. In the humanities, it's not uncommon for PhD candidates to have no funding, sometimes not even a desk and to scrap a little money to get by through teaching or even another job.

Here again, tuition is usually not the issue but living costs are (for at least three years, at a time where you might want to start a family, etc.) Even an unfunded humanities PhD candidate in France does not have to pay much to the university. Unlike bachelor's or master's degrees, I don't know any university where PhD candidates from abroad would have to pay more to be admitted or be categorically barred from some funding (but the situations are so diverse that it might exist somewhere I guess). The only hiring restriction of that kind I know are research fellowship from the European Space Agency.