Patents only provide protection in the territories where they are registered. Therefore only courts having jurisdictions over these territories are competent.
In some instances (for e.g. Benelux) some courts may have jurisdiction over cross-border patents but this is very limited.
The European Union is currently working on a Unified Patent Court having jurisdiction over most member states which supposedly should enter into effect next November (wait and see...). For now no such court exist in Europe and to my knowledge in the world.
On the other hand you need to distinguish prosecution from litigation. Prosecution relates to debates over filing a patent (where supranational institutions for global filing such as the European Patent Office exists) while litigation relates to patent infringement proceedings.