On a recent trip the Europe I noticed that almost every car on the road seemed to be a diesel and that many are the same models that we get over here but for which diesels are not available. I drive a Golf turbo diesel as my DD and love it - great mileage and adequate performance. There is no difficulty finding diesel at the pumps here in Canada and I also had no problems on a couple of trips I have taken to Florida.
I think there are two problems. First, the diesel engine option is usually quite expensive and many people are doubtful they will recover the extra cost through fuel savings. Second, we have much more restrictive emission requirements than you have across the pond, usually fueled by California law. VW had to shut down production and sales of their diesel cars to North America in 2009 while they developed the new "Clean Diesel" to meet those restrictions. I believe most other manufacturers are unwilling to make the investment in developing such "clean" technology without assurances of enough sales to warrant the costs.