You can smoke outside in most places in London, and there are a few cigars lounges down St James Street where you can smoke inside (although only what you buy at the location).
J J Fox is always worth a visit, though the smoking lounge gets very busy. Look out for any Germain's blends (ask what they have, but I really like the Royal Cavendish Virginia blends, or Rich Dark Flake, Brown Flake - for an interesting old-fashioned tobacco try Plum Cake or Uncle Tom's), or Gawith and Hogarth/Samuel Gawith. If you like Virginias and VaPers, try Louisiana Flake, Full Virginia Flake, St James Flake.
There's a lovely little tobacconist in Covent Garden called Segar and Snuff who have a fantastic selection of snuff. They have some pipes and tobaccos as well.
A la Pipe du Nord in Paris has a fantastic selection of pipes, but no tobacco. In France you can only buy tobacco from Tabacs. Look out for Caporal, it's a very distinctive tobacco unlike most other blends. It's a fairly rustic tobacco lightly topped with tonquin. You can smoke outside almost anywhere, and some bars still allow smoking inside.
No idea about Amsterdam in particular, but in general I've found the Netherlands to be pretty accommodating to smokers. Some bars still have smoking rooms, and you will probably find a number of tobacconists (though they won't be cheap).
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