Unfortunately single tickets spanning multiple countries get increasingly rare. Still not too long ago you could by a ticket from any German station to London o

Unfortunately single tickets spanning multiple countries get increasingly rare. Still not too long ago you could by a ticket from any German station to London or Stockholm (or the other direction). In case you miss a connection you still have a ticket and you'll get some compensation (which could be more or less than the extra costs you had). But no longer, those are just not sold anymore. So if you don't like the reverse gambling (no extra costs if you win, potentially several 100% extra if you lose) you should buy an Interrail pass (Eurail for those not living in Europe). It's often not cheaper than a single advance tickets, but it gives peace of mind that you still have a ticket if connections fail. (You should not try to heavily optimize pass days against schedules though, otherwise you have the same problem, your pass might run out before you are back where you need to be.)