I often wonder if it's even legal to practice Parkour in the cities of the EU? The runner is kind of trespassing the plots, isn't he?
This will vary from country to country - I can only speak for the UK.
In practice you are likely to be OK provided you are responsible and apply common sense.
Obviously, if you are on private land without permission you are trespassing and breaking the law. So ask the owner or stick to public land.
If you are on public land you could still cause criminal damage to structures and surfaces. Section 1 of the Criminal Damage Act 1971 states:
A person without lawful excuse destroys or damages property belonging to another intending to destroy or damage any such property OR BEING RECKLESS AS TO WHETHER ANY SUCH PROPERTY WOULD BE DESTROYED OR DAMAGED SHALL BE GUILTY OF AN OFFENCE.
So check that structures are stable and don't be reckless.
You could also be charged with causing obstruction if you train in areas with heavy footfall, or with breach of the peace if you disturb or frighten other users of the space.
Parkour UK also point out that you have a responsibility to be aware of young children nearby who may be unduly influenced by your actions.
If you don't cause damage or annoy anyone, it's unlikely that the police will become involved. If the police do turn up, just be polite and respectful. In the opinion of one freerunner turned police officer: "I would say there is VERY little they can go on to actually arrest you." (http://goo.gl/jmlYii)
Some people find it helps to be wearing a T-Shirt with the logo of a club or association, to make it clear that you are athletes and not just yobs.