Italy:
Perditempo, Napoli - venue/bar/books and record shop. Not a huge selection but it focuses on noise and experimental stuff.
Alpacha Distro Store, Roma - small shop entirely dedicated to noise/noisy stuff, zines etc
Disco D'Oro, Bologna - big selection of used vinyl, and sometimes a few noise things from big labels
Superecords and Rock Bottom, Firenze - both great for vinyl, lots of good and rare classic industrial stuff. Some finds over the years: Henri Chopin "Revue OU" box set, SBOTHI lps, Runzelstirn & Gurgelstock lps, old Merzbow lps...Pricey of course.
i know there's another shop that carries newish industrial and noise in Firenze but i didn't go there yet.