I always wondered, where the English language title came from. In Germany the films has a different, very literal title: Hitlerjunge Salomon (Salomon, member of the Hitler-Youth)

Thankfully, the user wanderjahr on another film board pointed it out to me:

"Europa, Europa" is originally titled after the book of the same name published in 1990. The name stems from the 1960s movie "America, America" which is based loosely on Voltaire's "Candide." This is stated explicitly in Perel's autobiography:

"You may well recall the famous director Elia Kanan's renowned 1960s book and film entitled "America, America." In them he recounts Voltaire's classic story of Candide, a sailor who finds himself cast ashore among cannibals in South America. After many dangerous adventures he survives healthy and intact . . . In my book you will see that I also perceived myself as having been cast among cannibals for whom I would have been an easy victim. Agnieska Holland, the director of the film based upon my experiences, viewed me as the Candide of the twentieth century. But my adventures had been in Europe, not America; hence the title "Europa, Europa."