Amsterdam: Buying weed is only legal at "coffeeshops" which genereally don't sell coffee, just weed. Ok, some have coffee and tea, but most are smart and know to supplement their weed sales with baked goods. Mmmmmm.... munchies!
Trains and borders: While many people have chimed in time and again about how it's not a big deal to cross borders on trains with a baggie on you, it doesn't change the fact that it generally IS illegal. Sure, 9 times out of 10 nothing will happen. But it's that 1/10 where there happens to be a dog going through the car, starts barking, and next thing you know they decide not to be easy on you and you're at the embassy explaining to your consul why you were daft enough to carry a bag of weed with you.
Other countries: Marijuana is technically illegal in most countries in Europe, but possession and use are "tolerated," and you'll be ok. Then there are places like Greece that have zero-tolerance policies. Check local ordinances before trying to go out and score.
The biggest caution, once again: don't try to cross borders with stuff. Your travel privileges are worth far more than an eighth of bud. Besides, if you're a sociable, friendly, smart traveler, you can hook up weed just about anywhere you go. Just don't take it with you.
There are a load of other threads on this topic with more detailed information and a few stories here or there. Just remember that more often than not drugs often fall on the wrong side of the law, and just because someone here says "don't worry, it's no problem" your wisest bet is to know the law.