There are some differences between the ECE tests and the us EPA ones, but the general cycle of official vs real world tests holds true. Diesels and hybrids tend to do better in reality than government ones, and petrol tends to do worse. (Mrs A's Prius in my garage is due to zero hypermiling...)
There are a lot of cars available in Europe which have US equivalents but are not offered there. You can pretty much go through the alphabet and choose every letter where there is a maker on both sides of the Atlantic and there will be a smaller and more economical one in Europe compared to the ones in the US.
The makers come from everywhere - Europe, China, Korea, Japan - loads of those, India even.
Reasons given so far :
"Americans need so much more performance that Europeans"
Every time I have driven in the US I have driven at European speeds (where possible) and every time I have passed others more than I have been passed. I have had to undertake SUVs on US freeways just to make progress.
"Americans won't buy Diesels"
But VW, Mercedes and BMW are selling loads of them. Oh and there are loads of Pickups with Diesels in them - old and dirty ones mind.
"Americans won't buy smaller cars or smaller engines"
How many GEO Metros were sold ?
"Americans need trucks / SUVs every day"
Nonsense, sheer nonsense. People who haul stuff or tow every day as part of their business or job maybe, but Mr Suburbs commuting to the office and back really needs a Suburban (which is a carp vehicle by any definition BTW).
"Americans can only drive autos"
EM'ers seem to be able to manage changing gear themselves, and those who can't (either because of their cars or what they know) lament this "advance" all the time and want a manual so they can take control. Those with manuals already do a very good job at it
"Americans need A/C"
Yet, Europeans near the Med or the Adriatic have equally high temps to deal with an quite a few have managed with no A/C for decades. They have a longer life expectancy too (than us northern Europeans too) - healthier way of life, better diet...
If you want to explore these in English (kudos to the OP though) then just put your fave maker with .co.uk into Firefox. e.g.
Toyota UK - New cars, Used cars, Reviews and Test Drives | Toyota UK, or
Hyundai.