The European Virtual Observatory Euro-VO has been coordinating European VO activities through a series of projects co-funded by the European Commission over the last 15 years. The bulk of VO work in Europe is ensured by the national VO initiatives and those of intergovernmental agencies. VO activities * at the European level coordinate the work in support of the three "pillars" of the Virtual Observatory: support to the scientific community, take-up by the data providers, and technological activities. Several Euro-VO projects have also provided direct support to selected developments and prototyping. This paper explains the methodology used by Euro-VO over the years. It summarizes the activities which were performed and their evolutions at different stages of the development of the VO, explains the Euro-VO role with respect to the international and national levels of VO activities, details the lessons learnt for best practices for the coordination of the VO building blocks, and the liaison with other European initiatives, documenting the added-value of European coordination. Finally, the current status and next steps of Euro-VO are briefly addressed.