Among the most obvious freedoms in Europe are the freedom of movement between countries and the considerably wider access to alcohol than in the United States, both in terms of locations of purchase and drinking age. There are fewer border restrictions travelling between countries in Europe than there are when driving into California from a neighboring state and they don't share the uniquely American folly of allowing citizens to vote before they can drink.
There are also some ambiguous freedoms. The bans on motor boat use on many European lakes could be considered a freedom from noise and water polution or a reduction of freedom to use public spaces. The lack of restrictions in Europe on taking animals into public places, including restaurants, is arguably an increased freedom in Europe. There seems to be less of an over-active fear of microbes on the continent than in the USA.
Restrictions, especially those involving employment and taxation, are often more apparent to locals than to visitors. Taxes, while high in both Europe and the United States, are distributed differently. The higher sales tax or VAT here in Europe is offset by considerably reduced property taxes. Whereas even a hermit without income who owns his home outright in the USA would soon lose his home for failure to pay property taxes, a German homeowner of limited means has almost no fear of losing his home for lack of abilty to pay taxes.
It is difficult to say which continent is the most desireable place to live, especially for retirees who are less affected by employment restrictions in Europe. If anything, the limitations of freedom are becoming more homogenous between Europe and the USA. The European Union is encouraging more commercial competition between hitherto national monopolies, and the United States is adopting more of the nanny state policies so common in Europe.
