I think it's a common misperception that Europe is far ahead on this.  European society is very economically liberal, but socially it's mixed.  If you look at the continent as a whole, it's slightly ahead of the US, but not by a lot: a slightly larger proportion allows outright gay marriage (2 countries in Europe vs. just Massachusetts in the US), and they're quite a bit ahead on civil unions, but still mostly don't allow them (about 25% of the EU, versus just 4% of US states).

Running down the list of EU members,

Gay marriage legal:

• The Netherlands (civil unions since 1998, marriage since 2001)
  
• Belgium (since 2003)

Civil unions legal (note that many of these do not permit adoption):

• Denmark (since 1989)
  
• Sweden (since 1994)
  
• France (since 2000)
  
• Germany (since 2001)
  
• Portugal (since 2001)¹
  
• The United Kingdom (to come into force in 2005)

¹ Portugal does not permit civil unions per se, but since 2001, same-sex couples who have been living together for more than two years are automatically considered to be in a common-law partnership.

No recognition:

• Czech Republic
  
• Estonia
  
• Greece
  
• Hungary
  
• Ireland
  
• Italy
  
• Latvia
  
• Lithuania
  
• Luxembourg
  
• Poland
  
• Slovakia
  
• Slovenia
  
• Spain