In Portugal's central Leiria district, tired firefighters battled to control blazes that have been fanned by strong winds.
Footage from the area on Wednesday showed smoke darkening the sky and billowing across a highway, while flames licked around the roofs of houses in one small village.
"Yesterday was a very tough day," Portuguese Prime Minister Antonio Costa said as he attended a briefing with the national meteorological institute IPMA.
"It is absolutely crucial we avoid new events because it leads to the exhaustion of firefighters and all others ... who are doing their best to control the situation."
The most concerning blaze was near the town of Pombal, where on Thursday aircraft and helicopters dropped water on flames that were tearing down a hillside lined with highly flammable pine and eucalyptus trees.
"When it gets to the eucalyptus it's like an explosion," Antonio, an elderly resident of the nearby village of Gesteira, said as he anxiously watched the approaching flames.
Across the border in western Spain, a fire that started in the Extremadura region on Tuesday swept into Salamanca province in the region of Castile and Leon, forcing the evacuation of 49 children from a summer camp on Thursday.
Regional authorities said more than 4000 hectares of land had been burned.
Spain's meteorological agency AEMET expected the heatwave to reach its peak later on Thursday, with temperatures likely to exceed 44C in large parts of southern Spain.
On Croatia's Adriatic Coast, firefighting planes swooped low to dump water over burning forests, and troops were called in to help firefighters battling to contain three major wildfires around Zadar and Sibenek.
In southwestern France, about 1000 firefighters, supported by six water-bombing planes, were battling two wildfires that started on Tuesday.
"The fires are still not under control," the local authority for the Gironde department said.
The biggest of the two Gironde fires was around the town of Landiras, south of Bordeaux, where roads have been closed and 500 residents evacuated.
The other blaze was along the Atlantic Coast, close to the "Dune du Pilat" - the tallest sand dune in Europe - in the Arcachon Bay area, above which heavy clouds of dark smoke were seen rising into the sky.
Around 6000 people were evacuated from five surrounding campsites on Wednesday, and another 60 people early on Thursday.
Thousands of people were also evacuated from homes on Turkey's southwestern Datca peninsula, as a fire that started on Wednesday was fanned by strong winds overnight and threatened residential areas.
The forestry minister said the fire had been brought under control on Thursday after seven firefighting aircraft and 14 helicopters were deployed to contain it.
Scientists blame human-caused climate change for the increased frequency of extreme weather such as heatwaves, which have also hit parts of China and the United States in recent days.