Most European countries delay the time on the last weekend of October to save energy with daylight hours and normally the iPhone should carry out this change automatically.
It seems that the iPhone alarm application does not correct the problem, even after having made the adjustments manually in the corresponding option, according to the complaints of several users. This problem already arose before and you had to delete all the alarms, reset the iPhone and the alarms to solve it.
This same problem has been suffered by iPhone users in Australia and New Zealand in September, prompting the alarms to be activated an hour in advance.
Apple has announced, that it is aware of the error, that it already has the solution to the problem ready and that it will incorporate it in the next iOS update. It will surely arrive with the update to iOS version 4.2 coming up.