Some of Europe’s modern mansions sprang from modest beginnings—built in a distant warehouse and shipped in pieces.

In England, a 3,747-square-foot house in Winchester has three bedrooms, all with en-suite bathrooms, as well as a gym, a wine cellar and gardens on about a third of an acre. Initially, the house was built on a factory floor in Westerwald, Germany, by a company called Huf Haus. Its owner, Vaughan Price, had seen a TV show about prefabricated homes and in 2005 decided to spend about $2 million, including cost of...