What I mean is that the idea of a completely unified Europe is pretty recent, it seems like there were times when large chunks of the continent were in a single camp or another. Did these alliances, such as the triple entente, have any nonmilitary component? For instance for dealing with trade disputes, or immigration or anything like that?
The euro was pre-dated by the Latin monetary union agreed to create coins with the same value, making them interchangable - ie you could use French francs in Greece etc and the other way around.
The system failed because some nations, starting with the Papal States started to debase their currency (ie mixing in too little silver in the coins) and byt he fixed exchange rate between gold and silver coins, leading to gold coins dissappearing from the market. The British suffered the same problem before the Napoleonic war - 1 guinea (gold) was worth 20 shillings (silver), but the gold in 1 guinea was worth at least 20,5-21 shillings, so people would acquire gold goins, melt them down and sell the gold for a profit (the British replaced the non-existing guinea with the sovereign, valied at 21 shilling after the Napoleonic war). When the larger denomination coins disappeared, transactions in coin became a problem for any larger affair, and paper money had to be used, a system that saw a lot of abuse.
The French also had problems with Germans bringing in silver to France, buying gold coins and bringing them back to Germany to melt down for profit.
All countries during this era had extensive tolls and tarrifs, but travel was very free - there were no passports and little if no hindrance in emigration and immigration. While there were bodies issuing passports and passport-like documents, they were more for the identification of the individual should he need to do so in a foreign land than a document that proved you had the right to pass a border.
For the last thirty years before ww1, few if any states of Europe enforced any kind of passport laws or ID control at the border. Thus, if you could afford travel to another country, you could simply go there. Since there were few or little welfare systems in place, you gained little benefit moving from one country to the next, as you would often not know the language, the local culture or where to find a job.
One could argue that the Holy Roman Empire was more akin to a supranational body like the EU than to a nation state. But it was only for the germans however, so it might not be relevant...
The only example of Europe spanning system prior to WW1 I can think of is Napoleon's (attempted really) Continental system, where he tried to block British trade with the continent in an attempt to starve Britain of trade. It didn't work, and was evaded by everyone, even Napoleon's own brother. Hell, part of the Army of Russia was equipped using English materials.
On a smaller scale, it depends what you mean. Prior to WW1, Bismarck helped create larger system of alliances, but they were primarily military with any economic benefits being bonuses to that main part.
However, I don't know all of Europe's history, so I could have missed something.