The aim of this study was to identify local and exogenous sources affecting particulate matter (PM) levels in five major cities of Northern Europe namely: London, Paris, Hamburg, Copenhagen and Stockholm. Besides local emissions, PM profile at urban and suburban areas of the European Union (EU) is also influenced by regional PM sources due to atmospheric transport, thus geographical city distribution is of a great importance. At each city, PM10, PM2.5, NO2, SO2, CO and O3 air pollution data from two air pollution monitoring stations of the EU network were used. Different background characteristics of the selected two sampling sites at each city facilitated comparisons, providing a more exact analysis of PM sources. Four source apportionment methods: Pearson correlations among the levels of particulates and gaseous pollutants, characterisation of primal component analysis components, long-range transport analysis and extrapolation of PM size distribution ratios were applied. In general, fine (PM2.5) and coarse (PM10) particles were highly correlated, thus common sources are suggested. Combustion-originated gaseous pollutants (CO, NO2, SO2) were strongly associated to PM10 and PM2.5, primarily at areas severely affected by traffic. On the contrary, at background stations neighbouring important natural sources of particles or situated in suburban areas with rural background, natural emissions of aerosols were indicated. Series of daily PM2.5/PM10 ratios showed that minimum fraction values were detected during warm periods, due to higher volumes of airborne biogenic PM coarse, mainly at stations with important natural sources of particles in their vicinity. Hybrid single-particle Lagrangian integrated trajectory model was used, in order to extract 4-day backward air mass trajectories that arrived in the five cities which are under study during days with recorded PM10 exceedances. At all five cities, a significantly large fraction of those trajectories were classified in short- and medium-range clusters, thus transportation of particulates along with slow moving air masses was identified. A finding that supports the assumption of long-range transport is that, at background stations, long-range transportation effects were stronger, in comparison to traffic stations, due to less local particle emissions. Short-range trajectories associated to PM transport in Stockholm, Copenhagen and Hamburg were mainly of a continental origin. All three cities were approached by slow moving air masses originated from Poland and the Czech Republic, whereas Copenhagen and Stockholm were also influenced by short-range trajectories from Germany and France and from Jutland Peninsula and Scandinavian Peninsula, respectively. London and Paris are located to the north-west part of Europe. Trajectories of short and medium length arrived to these two megacities mainly through France, Germany, UK and North Atlantic.