Soil moisture is an important variable for land-climate and hydrological interactions. To investigate emergent large-scale, long-term interactions between soil moisture and other key hydro-climatic variables (precipitation, actual evapotranspiration, runoff, temperature), we analyze monthly values and anomalies of these variables in 1378 hydrological catchments across Europe over the period 1980-2010. The study distinguishes results for the main European climate regions, and tests how sensitive or robust they are to the use of three alternative observational and re-analysis datasets. Robustly across the European climates and datasets, monthly soil moisture anomalies correlate well with runoff anomalies, and extreme soil moisture and runoff values also largely co-occur. For precipitation, evapotranspiration, and temperature, anomaly correlation and extreme value co-occurrence with soil moisture are overall lower than for runoff. The runoff results indicate a possible new approach to assessing variability and change of large-scale soil moisture conditions by use of long-term time series of monitored catchment-integrating stream discharges.