Yeah they do. For them it's like watching a car accident happening; they almost can't believe it's real, that all the stupid/crazy/ridiculous stuff that happens in the states really happens. I get asked about the same shit all the time, but mainly politics.
Europeans are a bunch of conspiracy theorist nuts, though, who even when faced with facts still think there's something underneath. Not very trusting souls. There are two camps: the ones who have been to the states and the ones who theorize about the states.
The ones who have been to the states are usually like, "Lots of room, everything's big, ok food, good work environment, the most fat people I've ever seen in my entire life, had fun but would never enjoy living there." Fair enough.
The other camp thinks that the US is the New World Order and every American everywhere is planning on taking over other countries, that we eat the flesh of all weaker nations, feasting upon their bones and drinking their blood and tears like demons spawned from Hell. They all KNOW that Americans are spraying mind control agents through the air via aircraft and that the military bases here actually belong to the US, no matter how many times you prove to them that the military literally rents those bases from their governments. Basically they have too much time on their hands because they're jobless, communist scum who still live with their parents.