Early access programs (EAPs) generally refer to patient access to medicines/indications before marketing authorization, possibly extended to price and reimbursement approval. These programs include compassionate use, which is usually covered by pharmaceutical companies, and EAPs reimbursed by third-party payers. This paper aims at comparing EAPs in four European countries (France, Italy, Spain, UK) and providing empirical evidence on EAPs in Italy. The comparative analysis was conducted through a literature review (including scientific and grey literature), complemented by 30-min semi-structured interviews with local experts. The Italian empirical analysis employed data available on the National Medicines Agency website. Although EAPs are very different across countries, they exhibit some common features: (i) eligibility criteria refer to the absence of valid therapeutic alternatives and a presumed favourable risk–benefit profile; (ii) payers do not allocate a pre-determined budget to these programs; (iii) total spending on EAPs is unknown. The French EAPs seem to be the most structured, financed through social insurance, covering pre-marketing, post-marketing and pre-reimbursement phases and providing for data collection. Italy’s approach to EAPs has been varied, with several programs covered by different payers, including the cohort-based 648 List (for both early access and off-label use), the nominal-based 5% Fund, and Compassionate Use. Most applications to EAPs are from the Antineoplastic and immunomodulating drug class (ATC L). Some 62% of indications in the 648 List are either not under clinical development or have never been approved (pure off-label use). For those subsequently approved, most approved indications coincide with those covered through EAPs. Only the 5% Fund provides data on economic impact (€ 81.2 million in 2021; average cost per patient € 61.5K). Diverse EAPs are a possible source of inequalities in access to medicines across Europe. A harmonization of these programs, though difficult to achieve, could be modelled on the French EAPs and provide key advantages, not least of which a common effort to collect real-world data in parallel with clinical trials and clear separation between EAPs and off-label use programs.