Your question seems contradictory with your follow up... You may wish to rephrase this. The U. S. may seem to be more Christian than Europe perhaps, but certainly not more than Mexico, Brazil or other parts of Central and South America... Unless you are distinguishing Christianity from catholicism. In any case, you probably should be more exact with your phrasing i.e what is meant by American.
First, define where are you drawing the line on western, as I think Italy, Spain and Portugal might have something to say about that, to name a few of the Europeans.
Second, Latin America is knowingly and quite obviously more "Christian" than the US as a whole -- from Mexico to Chile and Brazil, the church and litany have far deeper impacts in society than in the US. For example, the dictatorship in Brazil was put in place with help from the church (March with God for the family etc), and then softened and reversed (not overthrown, an important distinction in the Brazilian case) with participation from the same church. Catholic holidays are also prevalent across Latin America, such as carnaval (party aside) easter and corpus Christi with their cultural expressions like the street mosaics that are made each year. Brazilians even do pilgrimages to Aparecida and other places.
Sources are practically any book in basic history of Latin America and each country. Also contemporary news feeds from the countries whenever there is a religious holiday. I'm currently reading Historia da Imprensa Paulista which, while focused on the Press relationships and activities throughout Brazilian history, offers more than a light touch on the history of church influence and involvement.
I book that goes into this subject (i'm currently reading it, but didn't finish it yet so prefer not respond to your question at the moment) is 'The Myth of American Religious Freedom' by David Sehat.
It is well written but not too difficult for an academic book and i think it will interest you based on your question.
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