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I've been trying to think of ways in which Europe might not adopt Christianity - partially or at all. I've come up with a few but I'm sure there are others.
Arabic expansion into France via Spain and into Italy via Sicily and perhaps Sardinia/Corsica
Romans don't conquer France and Spain leaving them open to invasion from what is now Germany and Scandinavia
Impact of plague leaves Europe almost depopulated and ripe for takeover from the East (As in Kim Stanley Robinson's book Years of Rice and Salt)
Rome manages to expand much further, into present day Germany and further east and holds off the various migratory tribes long enough to develop industrially.
Carthage defeats Rome.
Mongol invasion in 13th Century much more successful or takes place much earlier. Either way a Mongol foothold is secured in Central Europe in which a Mughal style empire is created.
Alexander survives and his successors look west into Europe.
Any others not entirely ASB? (some of these need lots of hand waving I know)