Do you think there are more cultural differences between US states than between European countries?

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No, I genuinely think therr are bigger cultural differences between lets say someone living in LA and someone living at the other side of the country than between Spain and Portugal/Italy or England and Germany

There is literally a bigger cultural difference between Green county, Iowa and Boone county, Iowa than Portugal and Finland

Netherlands and Belgium are culturally "US state tier" countries

I visited the US and when I went from Kansas into Nebraska I got shell shock and Paris syndrome to the max, it's insane.

Absolutely

No I can live in any state in the US except for some parts of Hawaii and not feel like a foreigner. A Scotsman cannot move to Moldova and feel like he is a native.

Same goes for the v4 countries

I think that our cultural differences are more between city vs country than state to state.
Yuro separation seemed to be more along religious lines, but I was not fluent in all of your languages, so probably had some misunderstandings.

Thing is, Europe historically had a much stronger rural/urban divide than the US