Well, welcome to beautiful Europe.
But what do you mean by "I am coming to Europe" (Russia is an european country ...)?
EU (27 countries), EEA (30 countries), EFTA (4 countries), Schengen (29 countries)? United Kingdom (the black sheep)? Other countries than those?
The laws are very different following where you are ... and coke can be very easy to buy (just go in the right part of the town - you don't even have to order it) or you can face a lifetime sentence (just if they find you with 0.01 gr).
So BE CAREFUL depending on where you are.
The best is to be in a Schengen country and have it delivered by another Schengen country (no border controls).
And yes, we have plenty of parcel machines (submitted to very different laws ...).
Good luck (if you need more information on your country of destination, feel free to ask here, I'll help you the best as I can).
There are many service out there, as the other comments suggest, it all comes down to the specific country.
I can mention a few that could work for you.
If you have a planned trip to the following countries:
- Italy
- France
- Belgium
- Netherlands
- Luxembourg
- Spain
- Portugal
A service that works very good is either InPost or MondialRelay.
Many vendor's ship to those also.