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Do I have to leave the EU straight away from the country where I purchased goods? No. You can buy VAT-free goods even if you are going to be visiting other EU countries before you finally return home, as long as you actually leave the EU with the goods within the time limit. You have to get your documents stamped by a customs officer at the point of exit of the EU – not necessary in the same EU country where you bought it.
Be careful if you leave the EU by train! You may be able to get the VAT refund documents stamped at certain train stations of the departure. However, you might as well need to get off the train at the last station within the EU to get this stamp. Other methods could also apply (e.g. a customs officer might be boarding the train) .
This depends on the trains’ route and the internal arrangements in each EU country.
We therefore strongly advise you to consult in advance the national authorities or your refund company on the arrangements applicable in our concrete route.