It's one of the Underwings in the family Noctuidae. I don't have a source for European species, but it looks like something from the genus Noctua. There are two North American species of Noctua that are imported from Europe. Lesser Yellow Underwing - Noctua comes - and Large Yellow Underwing - Noctua pronuba. Neither looks like an exact match so it could be something else.
Here's the BugGuide Genus page for Noctua. Hope this helps.
http://bugguide.net/node/view/9820/bgpage
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