Technically speaking anything inside the European union, and the euro-zone in particular, can be considered one country... There's no borders there and a shared currency too, so it really depends on what metric you use. Sure the countries each have their own laws and such, but then again so do the American states.
They are both different versions of a federalist system. The US was built from the top down, so its one 'country', while the EU was build from the bottom up, so it seems like many different countries.
But theres lots of similarities.
In both cases, the states technically rule themselves, but they still have to obey an external constitution. In both cases the place you go to when human rights are being discussed is the federal super court. Each member state has its own flag and ideas about whats good and bad and what not, and indeed the members make the majority of the law. The states all have their own culture and traditions because of their different backgrounds. Also, the central government hands out a lot of money to farmers and we both have a collective problem with immigration.
There's a lot of similarities is what I'm saying, and particularly if you live in America, I can see why you might think the EU is just one big country, because it follows mostly the same pattern. The only real difference is Europe has more languages. Hell, if you go and visit Europe, you can just tool around from country to country without really noticing. Can get a train from England to France to Belgium to Italy to Germany.
So that one doesn't irritate me.
Again, I think people on this side of the Atlantic think that the law is all the same in the states because it looks like one country, and to our eyes its each 'country' that has its own laws. Its not unless you understand it a bit better that the US is genuinely federal with the states having the majority of the power for law making. Also, the majority of what we see of America on TV is either set in New York or California, which doesn't really help, because it doesn't cast the net very wide in terms of the actual differences in the laws.
*shrug*