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The only country that can combine city life and /out/ is luxembourg. I went there for 3 days, loved it. Beautiful rolling hills and dense woods, along with historical buildings.
Other than that I can think of Norway, and, while it technically doesn't count, Eastern Turkey/North Kurdistan
Thats what I love about Europe, something for everyone. If you like nature integrated with cities, go to Luxembourg. If you like snow and dense taiga mountains, go to Norway. If you like rolling hills as far as the eye can see and the occasional swim while not minding heat, East Turkey is nice
These are just the places I've been and I hope to see more. I have been to Italy but didn't really see nature. Pic related is Luxembourg