Why and how did Sweden/Norway/Denmark/the UK/the Netherlands/Belgium get so secular over the 20th century? Considering most of these states had an official church and almost all of them funded at least some religious groups with public money and still do, how did they get to be some of the least religious countries in the world over the 20th century?
Did the World Wars have anything to do with this? If not, when did the population start to shift away from religious belief?
It's difficult to answer this precisely since religious belief at the population level is difficult to measure and haven't been measured in earlier times. But at least a few explanations can be brought up:
First it's probably worth separating countries that have a national church from the countries that do not, because some scholars believe that this leads to lower participation rates. This would partially explain the low levels of belief in (some parts of) Scandinavia.
Then there's Socialism. Churches have traditionally been conservative, anti-women's rights and anti-democracy, so that must have turned off some.
Then there's the advancements in wealth and living conditions. In Freud's and Marx's theories of religion, there is the assumption, that religions basically make up for a lack of security, and as wealth grows, so the feeling of insecurity diminishes.
Finally there's the advancements in science. Biblical criticism may have played a role (though probably not), just as critics of religion (again, probably not, Feuerbach, Marx, Nietzsche, Freud all wrote on the subject but how much of an impression did that make on common people), but the main scientific discovery that impacted religion was probably Darwin's theory of evolution. That made a huge impact and presented an alternative to the religious explanation, that everybody could understand.
So in conclusion: There are plenty of answers, but none that are really good or conclusive. And why did americans remain religious?
Well in Belgium one of the reasons was that the curriculum of all schools were state controlled, as a compromise between the catholic party and liberal party in the 19th century after The First School War (conflict between catholics and liberals over education). This means that religious schools couldn't indoctrinate their students by f.e. only teaching creationism. I don't what other reasons played a role, since people mostly became secular in the decades after World War II and the education reform already happened in the 19th century.