Luggage limit in trains in West Europe?

in France, there is no limit either (the only rule is you should tag them all) on regular luggage according to the French company{fr}. It is really not enforced (I have never seen some train agent telling someone he had too much stuff). However, you might not be able to keep an eye on your luggage (luggage space is sometimes between the coaches) so you'd better not carry too valuable stuff. Bikes and animals can also be carried (for some fee).

For Germany, I didn't find a lot of information, I suppose it is quite the same (no actual limit and it is not enforced anyway) I know it's possible to travel with a bike for a fee too.

For Belgium, the limit is officially 3 pieces of luggage, and skis, kids' car :) ... are free to carry. But I have no idea whether it is strongly enforced.

The tightest official restrictions in Western Europe are probably Eurostar, which does not officially permit luggage larger than 85cm in the longest dimension, except that skis and snowboards longer than that are permitted.

Larger suitcases are officially banned, as is having more than two, but Eurostar will usually allow items slightly over the limit.

Note that carrying a couple of suitcases on a local commuter train in the rush hour might be officially permitted, but will certainly be unpopular with other passengers. If you're planning to cross London on the Underground or Paris on the Metro, try to avoid the commuter rush-hour with luggage. For most other long-distance journeys, you should not have to do cross-city transfers.

In the Netherlands, rules state it should fit in the luggage racks or storage space between the seats. That's all that's stated, and is ambiguous as those aren't uniform in size between trains.
Just don't be an asshole and take so much you block seats and space to other passengers. One or two bags or suitcases is no problem, take several shipping trunks and you will likely get comments and be charged extra if there's a ticket check.