edit: Oh sorry, didn't knew fuel usage was calculated differently in US^^
The testing procedures for most of Europe, as I understand it, are woefully optimistic. The American EPA estimates are normally pretty pessimistic, and are quite easy to exceed. I'll throw in a comparison here of some full-size, 300 BHP models from Germany against the "everyman" Chevrolet Impala with it's 300 BHP V6.
2014 Chevrolet Impala LT (3.6L V6): 19 City - 29 Highway, 24 MPG combined - 10.2 L/100KM
2014 Mercedes-Benz E350 (3.5L V6): 21 City - 30 Highway, 25.5 MPG combined - 9.2 L/100KM
2014 BMW 535i (3.0L I6, turbocharged): 20 City - 30 Highway, 25 MPG combined - 9.4 L/100KM
2014 Audi A6 3.0T (3.0L V6, turbocharged): 18 City - 27 Highway, 22.5 MPG combined - 10.4 L/100KM
Based on our testing in the US, it's all roughly the same with cars this size. You can change most of that pretty quick by adding all-wheel-drive, or in the case of the Germans, opting for the diesel, but when you're considering that the Impala is more than $20,000
less than the Germans, it isn't exactly a fair competition. Keep in mind, of course, the Impala has perennially been one of the best-selling cars in the US.
Keep in mind, also, diesel fuel is usually more expensive in the US, so it hasn't entirely set our world on fire. Although diesel Volkswagen and Mercedes-Benz models have been selling well for decades, it wasn't up until a few years ago that BMW and Audi got involved, and only just this year did GM offer a diesel version of the Chevrolet Cruze. Of course, GM sells the Cruze Diesel as a substantially upmarket model compared to the others - Volkswagen does the same with their TDI models. Mercedes, however, is the first to start offering diesel as a basic option. Hopefully that is something that will begin to change in the future.