Actually France is the closest European nation to the USA.
Why? Just check the location of St. Pierre et Miquelon on the map, they are right next to Canada and are part of France.
And also not forgetting French Guyana, which is in South America, North of Brazil, in between Guyana and Suriname, and which is part of France as well.
The second closest European country is Portugal, with the Azores Islands, which are part of Portugal.
Third is Spain with the Canary Islands, off the coast of Morocco