The legal and cultural context to recording moths varies considerably in different European countries.
Britain and Ireland have a long tradition of natural history study, so while moth recording may seem a quirky activity to some, many landowners and members of the public will be interested in what you are doing. The same may not be true in other countries and you should always seek advice before undertaking such activities. Collecting is illegal in some places.
Your County Moth Recorder may have experience of recording in Europe or you can contact the European Interests Group of Butterfly Conservation.