There is a very long explanation for this...however I will give you the short explanation
Jews were kicked out of the holy land by the romans, generally for being rebellious ingrates led by a few extremist sects, the Romans had enough and burned down the temple and sent the Jewish people into exile.
In the middle east Jews generally werent forced out of any countries they lived in, but held Dhimmi status as people of the book, it was only with the creation of Israel that the Arab countries forcibly evicted them from their homes.
In Europe discrimination was mostly based on religion, Jews by nature of their civic structures were better educated and literate (hence why you get languages such as Yiddish and Ladino which are basically german and spanish but written in hebrew script) hence tended to succeed in many of the countries they lived in whilst others around them did poorly. Resentment tended to build up causing them to once again be kicked out because of blood libel or religious reasons with a basis rooted in 'those arsehole immigrants took my job'.
19th and 20th century Jewish relations to Europe were of a slightly different nature. Napoleon was the first to give Jews full emancipation, voting and civic rights. When Jews were emancipated particularly in western europe, eastern europe was a different story (and thereby allowed to compete with everyone else for good jobs) they obviously did well and moved into the upper middle classes, much of the resentment then built up because jews did well in banking, politics and academia and were seen to be controlling the levers of power. The result was not direct discrimination but frequently they met with glass ceilings and discrimination, a lot of which was both socio-economic and also rooted in old hatreds of the jews from previous times. Many obviously picked up and moved again to other countries where they were discriminated against.
If your really interested in this sort of thing you need to read people like Ber Borochov and Leon Pinsker, Borochov gives a really good socio-economic analysis of why jews are discriminated against, I sort of agree with his conclusions though he is a bit marxist. Pinsker is good for assessing the situation in Eastern Europe which was an altogether different story, Jews in Eastern Europe were not integrated into the mainstream population and formed what could be said as a distinct ethnic group with their own language and culture, western Jews spoke the language of their country of birth and tended to be products of enlightenment thinking and highly educated. Cut a long story short the Eastern Europe problem was more to do with old hatred and racism, in western europe it was more one of jealousy and the percieved loss of control to a small but highly social mobile group.
right enough for a sunday. Read borochov!!