let's see...i haven't had much experience with vedors yet...this is mostly cause i'm still very new at this wonderfull addiction.

In sweden you mostly find the nameless Phals in the stores, sometimes gardencenters have some noid oncidiums, cambria, epi (ballerinas) and phaps.
I actually once found a noid vanda at our local florist (yeay for me)
Forget about finding a nursery, i know there's at least 1 in sweden but i haven't found it yet.
I've discovered 1 swedish site that sells orchids but i haven't bought anything from them yet. There are some orchids shops in Stockholm and Malmö but for me it would mean a 6 or 8 hours drive.
I've just joined the swedish orchid society, there's not a local orchid society where i live but we have been talking about starting one.

I have looked around on the net and found some european nurseries (mostly Dutch, German and Danish) that sell online and ship to countries within the European community.
For some spiecies you need a cites document (imported plants) but if the plant is grown from seed or cloned then i believe you don't need it.

I'm hoping João can share his knowledge about this since i'm quite new to all of this.

Holland is a big flower country, there are quite alot of orchid nurseries there.
Sadly i wasn't interessted in orchids when i lived in Holland so i haven't visited them.

I'm sorry if i haven't been able to answer all your questions.