Ok this will be a "hearsay" because I do not live near such area:...Where are these European no-go zones...
1. Chánov - Roma ghetto in the Czech Republic
2. Heinz Buschkowsky and his book "Neukölln ist überall" - talks about problems with muslims in Neukölln.
3. I also heard about some such locations in France, I apologize for not being specific here (I can try to google it if needed .
Of course - "no-go zone" is quite a harsh name. Maybe "Sensitive urban zone" is less - umm - derogatory? But I believe no-go zones are no myth. I believe that the inability to solve problems of these zones leads to the fear of the immigrants (among other things of course).