A lot of "fast fashion" (e.g. Zara et al) is actually made in Portugal to better react to trends. A lot of medium- to high-end shoe brands are made in Italy.
A lot of traditional brands (Like Aigle) still produce most of their stock in Europe.
Doc Martens have a range still made in the UK (and the quality is notably better).
And then there's the bespoke shoe industry in London... just don't expect supermarket prices...