set title "Position plot titles at the end of the corresponding curve\nrather than in a separate key"
set auto fix
unset key
set rmargin at screen 0.8
set datafile sep '\t'
set xtics nomirror scale 0
set ytics nomirror
set border 2 lw 2
set style data lines
plot for [place in "Germany Greece Denmark France"] 'immigration.dat' \
         using 1:(column(place)) lw 2 title columnhead at end


Click here for minimal script to generate this plot