This can vary between travel insurance providers, but you should expect all member countries of the EU to be included. You might also be covered in some European countries that aren’t in the EU. These can include:
Andorra
Iceland
Liechtenstein
Monaco
Norway
San Marino
Switzerland
Turkey.
As these can vary between providers, it’s important to say where you’re travelling to when you get a quote. And check the policy wording carefully before you take out cover or before you travel if you have an annual policy for Europe to make sure your destination will be covered.