Subnational analyses of political preferences are substantively relevant and offer advantages for causal inference. Yet, our knowledge on regional political preferences across Europe is limited, not least because there is a lack of adequate data. The rich Eurobarometer (EB) data is a promising source for European-wide regional information. Yet, it is only representative for the national level. This paper compares state-of-the-art methods for estimating regional preferences from nationally representative EB data, validating predictions with regionally representative surveys. Our analysis highlights a number of challenges for estimating regional preferences across Europe, such as data availability, variable selection, and over-fitting. We find that predictions are best using a Bayesian additive regression tree with synthetic post-stratification.