Is there a data plan across Europe?

Hello,

I am heading to Europe next month, and plan to be in the following countries (in this order)

  • Itally
  • Switzerland
  • France
  • Germany
  • Holland

What's the best way to have data across all these locations? I am less interested in talk minutes, as I am making sure Google Maps, and GPS works. If I buy a SIM card in Italy, will it work across all of Europe, or do I need to buy a SIM card for each country?

Thanks in advance.