Certainly there are such places. They are simply spots where the nearby rocks have a high concentration of magnetic minerals with a strong remanent magnetization. They're not necessarily literal hills: any kind of topography can be magnetized in this way. I'm not sure what exactly you mean by "drives your compass crazy" -- its direction will be affected, but it won't spin around madly since there's still a field for it to align to.
These phenomena are called magnetic anomalies, and their effect on a compass is called magnetic deviation. You can get an idea of anomalies at a large scale by looking at the World Digital Magnetic Anomaly Map -- however, this map shows anomalies as measured or inferred at 5km above sea level, so small-scale surface features won't show up well. You'll see that, in Europe, there are a lot of anomalies in north-eastern regions (corresponding to iron ore deposits, I suspect) and in Iceland (corresponding to lava flows). At the surface level, there is a fairly recent magnetic declination chart of Europe, but the spatial resolution is too low for the small, intense features which you seem to be interested in.
I think these small-scale magnetic anomalies are mainly of interest to navigators (marine ones might be marked on nautical charts -- I'm not sure) and possibly to exploration geophysicists (who might use them to infer the presence of ore bodies). Unfortunately, data collected for mineral exploration purposes tends to be kept private for commercial reasons. However, geological maps can give you some clues: volcanic rocks tend to be relatively magnetic so if they're near the surface they're good candidates. I found this paper about magnetic anomalies on Mount Etna which shows magnetic declination varying by about five degrees across different sites on the volcano.