[mrlonglong]

Bear in mind that US cars are designed to cope with poor quality fuel with sulphur in it. Bringing an European spec car with engines not designed for use in the US may result in expensive damage.

This is based on what I learned 30 years ago so this may be out of date now.

[potato3732842]

This is still true for diesel vehicles. I don't think it was ever true for gasoline vehicles since lubricity doesn't really matter for them.

That said, a lot of the relevant key components are technically capable of operation on either though doing so in reality can be more complicated.