score:6
Traditionally this was one of the services offered by retail bank branches (usually even to non-customers), as part of their role in the cash supply. Nowadays many bank branches have gone cash-less and the ones that haven't are often reluctant to deal with people they don't know as customers.
Fortunately, the central banks in the Eurosystem will still exchange banknotes for the general public. (There's a limit to how much they will deal with without handling fees and additional scrutiny, so you can't bring a suitcase full of euro notes, but a handful or so ought to be alright).
Each of the cities you list within the Eurozone happens to contain a central bank -- or, in the case of Munich, a branch office of the central bank. These will all exchange large euro notes for you, though their hours are often limited:
Upvote:7
It seems that at least one place in London will do this at a price. They seem to have six offices in London and offer a postal service.
https://www.thomasexchange.co.uk/buyback.asp
Disclaimer: I have absolutely no connection with this company and I have never used them. I just found it on the internet.
It appears that all central banks in the Eurozone will exchange notes indefinitely even when, as will happen with the 500 note, they are no longer issued. For instance the irish Central Bank states on this page that
The issuance of the €500 will be stopped around the end of 2018, when the €100 and €200 banknotes of the Europa series are planned to be introduced. The €500 banknote, like the other denominations of euro banknotes, will always retain its value and can be exchanged at the national central banks of the Eurosystem for an unlimited period of time.