TV.
From east to west to north to south everyone in the States has this common bond, television, and through this medium our "culture" is propagated.
Flip on the TV in Europe and not only will the language very likely vary from country to country, so to will the content, which is based on the cultural norms of that particular country (or language group from which the country evolved).
Also, given how new the country is, the "united" in United States is easily traced to the American Revolution and Civil War. In Europe there is no such common identity given the rich and varied history.