Indoor facilities specifically laid out for cross country skiing are called halls or tunnels. There are several of these in Europe but a big hoped for project in England has still to come to fruition.
These are the indoor tunnels that are currently known:
Torsby, Sweden (the oldest)
It is also worth noting a few places where you can ski early or late in the season:
St. Leonhard im Pitztal
Rifflsee Lake sits at a high elevation in St. Leonhard, Pitztal Valley, and receives more snow and a longer ski season. Usually open from mid-September through mid-May you can ski on a 3.7K loop that climbs to 2,200M
SKIING ALL YEAR ROUND
In Gällö, some 40 km east of Östersund, Mid Sweden 365 opened in the autumn of 2017. The world´s longest ski tunnel of 1,4 km is an arena with minus four degrees for skiing all year round. There are special areas for biathlon, waxing tests and ski cross. The tunnel was formerly a military warehouse situated in the mountain.