As a European with a partner from the U.S. I found the level of religiosity in the United States stunning. Germany has become very secular; religious leaders, with few exceptions, do not play much of a public role. Religion is more important in the Catholic south of Germany, for sure, and like in America religion is more important in the country than in the cities. But the difference is still astonishing.
Other posts mentioned that in the past centuries many Europeans to whom religion was of utmost importance emigrated to the United States.
The effect was a religious "brain drain" from Europe into the United States which is still felt today. The really religious people simply aren't here any longer. The longevity of this effect makes one wonder about a genetic disposition for religiosity (a somewhat simplistic theory is that of the "God gene").1 We will not solve the question of nature vs. nurture here but only state that the effect is very long-lived, be it genes or memes or, as it is commonly, a synergy.
1 Other conspicuous traits that distinguish Americans of European descent from Europeans are the optimism and entrepreneurial spirit. Personal private experience and work experience of my partner shows that Americans take more risks, are less afraid of failure and more willing to accept changes (like a move or change of employment) than their European counterparts. If we try to imagine what character traits distinguished young people who emigrated to the United States from their siblings or peers who stayed behind, this difference is almost self-understood. The only astonishing thing is that it lasted through the centuries and is still so recognizable today.