Just to give one more answer: i'm living in the western EU (think France, Netherlands, Belgium, Luxembourg, Germany) and in my country it's super easy to buy and sell gold... It's not only legal, it's about the only thing that's untaxed (as for now).

You can buy gold online and have it shipped to you, you can buy it virtually and have the seller store your gold or you can buy it in a physical shop... When you want to sell, you usually have to go trough KYC tough, but as far as i know, that's about it.