Morocco has the closest 'real' sand dunes to Europe in the Sahara Desert region called the Erg Chebbi. There is also another region of the Saharan Desert in Morocco which is accessed from the southern town of Zagora.
Erg Chebbi
The spectacular sight of Erg Chebbi is near Erfoud, a small town on the edge of the Saharan desert. It is about a 7 hour drive southeast of Fez through mountain scenery including the spectacular Ziz Gorges.
Erg Chebbi is a massive area of Saharan sand dunes. These dunes here are the biggest in Morocco. Locals at the nearby village of Merzouga would no doubt say that they are the largest in the world. It is a spectacular sight, an awe-inspiring expanse of sand with ever-changing colours at sunset and sunrise.
Zagora
Zagora south of Ouarzazate and about 7 hours southeast of Marrakech. Whilst nothing like as huge as the dunes further north at Merzouga (the Erg Chebbi), the large sand dunes at Tinfou, south of Zagora, are nonetheless spectacular. In general though, the desert here is more scrubby and with far fewer sand dunes than the Erg Chebbi. Also consider a visit to the small village here, which is slowly being encroached upon by the surrounding sands.