I completed my Masters' from Penn State University (US) last year in Industrial Engineering and I'm looking to enroll in a PhD. Here's the onion, I do not want to leave my full-time job to enroll in school full-time and complete the coursework requirment (as case with most US university), hence I was contemplating if there exists any PhD degree where coursework (or on-campus presence) is not required, either in US or Europe.
About research - I've already talked to my boss and he's quite okay with me performing research in-house (in company) for my PhD, better than that, he might even pay for it.
In Europe it is quite common to do a PhD without course requirements. You will generally have to have a Master's degree though, before you can start. This answer is about the situation in Europe (or at least, the Netherlands).
To do a PhD while working for a company can be possible, if you can find a professor that is willing to supervise you. It will be hard though if you are not in regular contact with the advisor. The most realistic option would be to do research on a joint project with academia and industry. I don't think though that this would be feasible if you work in the US, and the university is in Europe.