Games, price, brand, RRoD and marketing.
With games, 360 tapped well into US developers, who have the favourite franchises of US market. In Europe, the same games aren't similarily popular.
Cheaper price. In Europe price isn't that much of an issue as it is in US.
There are lots of games that are associated with "Playstation", even if they would be multiplatform games, such as GTA, Final Fantasy and PES. I would say, you find more uninformerd customers from Europe.
RRoD. Whereas the US market puts more emphasis on price, european market emphasises quality (as being working in a company that works on a global market, this is excactly the case).
Sony has put a lot more money into marketing than M$ did.