1. Exclusives - It has a few exclusives that sell more than any PS3 exclusive in America. Particular Halo, which sells over 8m there, way more than any PS3 exclusive. And after Halo, it has Gears of War which is also bigger than any PS3 exclusive in America. And last time I checked, even Left 4 Dead sold more than every PS3 exclusive in America, except for Uncharted and God of War (which both sell about 3m in America).
2. Xbox Live - The 360 was the first console with an adequate online system. Once people became a part of the system, they felt attached to it and didn't want to leave. This also encouraged new gamers to choose the 360 because their friends already owned a 360. This was particular effective in America because America tends to favor online games (shooters) over other nations.
3. Head Start - Not just the launch head start, but also the entire PS3's pre-2009 life. During this time, the 360 got Halo & Gears while the PS3 had no counter in America. During this time, much of the PS3's multiplats were vastly inferior to the 360's multiplats. The principle here is the same as with Xbox Live. When people bought games like Call of Duty and more American-centric games, they would obviously choose Xbox. And once people chose Xbox, there was no reason to switch.
4. Kinect - Just look at sales history. In 2009 and the first half of 2010, 360 sales were declining and it looked like the console had peaked. In fact, during the first half of 2010, the PS3 and 360 sold on par in America. But once Kinect released, the 360 took off in America and never looked back.
5. Marketing - Microsoft's marketing is particular effective in America.