Well, some have different currencies, for example. Different postal addressing system. Different political systems (monarchies, republics, direct democracies, etc.). Completely different languages. Food culture various as wildly as possible, we don't just have burgers over here. Laws are also more diverse (e.g. age of consent: 13 in spain, 18 in various other european countries).
It should be clear without needing further discussion, since Europe had separated cultures that developed over thousands of years, while America had only a couple hundred years to differentiate. Even with the standardization that progressed quite fast in the Europe of late, the differences are still much wider than between states.