This is a difficult question, though the previous answer had some excellent thoughts on the topic.
Its important to remember that Marxism originated in Western Europe, to begin with. As early as the 1840s, attempts were being made to establish proto-Marxist states, and in 1871, a Marxist government was briefly established in Paris, the so called "Paris Commune", of Les Miserables fame, in the wake of the disastrous Franco-Prussian War (1870-1871).
Marxism/Communism continued to be a significant player in Western European politics throughout the twentieth and even, some would argue, the twenty-first century. It reached its apex of influence, however, directly following the First World War. During the 1920s, a number of powerful Western European Marxist movements were established throughout Central Europe.
The Spanish Republic, destroyed during the Spanish Civil War (1936-1939), was probably the only "successful" installment of a Marxist government in a large nation, though this was actually a coalition government combining a number of different elements. There were also significant Marxist movements in Germany and Italy - National Socialism was largely responsible for eradicating the Marxist movement in Germany (the Marxists had nearly gained control of the government through the 1933 elections); Fascism was largely responsible for silencing the Marxists of Italy, though their repressions of the Marxists were never as overtly successful as those of the Nazis.
It's important to note that a number of people do equate Socialism with Marxism. However, Socialism is actually a different political philosophy, and "true" Socialism has very little in common with Marxism, aside from a belief that the poor and working classes should be supported by the government to varying degrees. Therefore, aside from the examples I've just given, Marxism never really took hold.
The Soviets tried to export Marxism to Western Europe on a number of occasions, and independent Marxist/Communist groups did gain large percentages of legislative control in countries like France and Italy in the post-First World War era. However, the "bad reputation" of Bolsheveism, the elimination of numerous Marxist leaders by Fascists and Nazis in the 1920s and 1930s, and many of the factors my colleague has already alluded to were largely responsible for keeping any Communist government from successfully taking power in Western Europe.
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