Is there an toll-free number for all EU [European Union] countries like we in US have the 1-800 number?

Dunno about Europe, in Holland it’s 0–800.
Edit: Turns out 0800 is the toll free number for most of europe/world

got it thanks,..the official EU parliament site states all EU countries can call the EU parliament 00800.

+44800 out of uk code to call uk number , 0800 in the uk

Also, 112 is the 911 of most (all?) EU countries. Oh, and there’s 0900 which is for commercial (i.e. higher than local rates) numbers, and 0906 for sexually oriented numbers, at least in the Netherlands.

Edit: OK, so 112 is standardized in the EU and some other countries, and also the standard GSM emergency number. 0800 and 0900 are common practice as @markyy mentioned, but not standardized.

Oh and 0500 is free

Yes, but standardization is still an ongoing process.