Andrew:
Whenever I have connected from NW to KL flights in AMS to go to places like VCE or FRA, you need to go thru immigration, at your first entry into Europe (AMS), since your travel onward will be considered 'domestic' and you will not clear immigration/customs at your final stop. I believe that most European countries are involved in this process (called the 'Shengen' (sp) area). The walk from where you disembark from CO/NW to your KLM flight can be VERY LONG, although passing thru immigration is usually fast.