I travel a lot by overnight trains (for the sake of convenience) which unfortunately means you don't get to see much scenery.

This is probably a bit too far out of the way for the OP, but if you want to get to/from Sweden (for Ikaz' suggestion), then the Berlin-Malmö sleeper (which I mentioned in the 2013 timetable thread) is definitely meets the 'interesting' and 'fun' criteria... I find sleeper trains fun anyway, and this one travels on a ferry for about 3hrs during the night, which is certainly interesting (one of the few remaining train ferry routes in Europe).

Other 'scenic' suggestions include:
- Almost any of the narrow gauge ('schmalspurbahn') lines in eastern Germany. They're nice at any time of year, but I particularly like them in winter when the hills are covered in snow.

- The Salzburg - Villach - Ljubljana line through the Alps in Austria.

- The Moraco Canyon in Montenegro, on the Belgrade - Podgorica/Bar line.