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In Europe most cars are stick shift, which typically adds 2-3 mpg compared to an automatic version of the same model. This also helps compensate a bit for the small horsepower in small cars.
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In Europe and in many other countries, you can only drive on the left lane (or right in the UK) of a freeway when passing. Remaining in the “passing lane” when not actively passing or disrupting the flow of faster moving traffic is illegal. Passing from an inside lane is also illegal. Overall, once on a freeway there is usually much less braking and acceleration than on a typical US interstate. This could lead to better mileage.
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Someone already mentioned the difference in safety standards. Importing a high-end Mercedez or Volvo from EU to US should not be a problem since they are built to exceed any current standards, but it may not be the case for smaller economy cars. Many Japanese economy cars simply do not make it to the US while they often do to the EU, and when they finally do they are modified to better meet the US safety standard.
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Speaking of Japanese cars, CVTs have long been the standard transmission for many economy models sold within Japan, yet less efficient 4-speed automatic transmission is the only automatic option available for the same models sold in the US. In EU most of these are sold with manual transmission anyway.
As with the Astra example, Yaris is available as 1.0 or 1.3L models in Japan and EU, but only the top-of-line 1.5L is offered in the US. I think 1.0L cars are better option than Smartcars in a typical (sub)urban lifestyle in the US, and it is a shame that they are not available. I would certainly be interested in one as an in-town vehicle, and with a stick shift it should be able to perform equally or better than base model Focus or Cobalt with 4-speed AT.