AltStore is an alternative app store that allows EU users to install apps from different sources. It is opensource.

The privacy policy indicates it’s main office is in the US

AltStore, LLC.
4130 BOWSER AVE.
DALLAS, TX 75219
UNITED STATES

However, I consider it to be a good first step away from the AppStore because it’s opensource. Others are very welcome to suggest real EU alternative app store for the iPhone.