can i rollover my 401k after termination from my current employer to
funds or IRA's in europe or somewhere else than the US?  secondly
could i do this without any tax liability?

Are there IRA's that you are aware of in other countries?  I thought
it was strictly a U.S. concept dictated by the Internal revenue code. 
I doubt youy could to this without tax liability.  The fear being that
yopu earned income in the U.S., if you up and leave and take the
money, the U.S. might not be able to collect the taxes it is entitled
to.