Windows
There are major differences between European countries when it comes to the way windows open.
In France, Belgium and Germany, most windows are the "tilt and turn" type (some only turn, without tilting). They almost always open towards the inside.
In the Netherlands and Britain, turn windows typically open both towards the inside and outside, or sometimes just outwards.
In the UK and in most English-speaking countries, sash windows are the most common.This can be single-hung or double-hung sash windows, or even horizontal sliding sash windows.
Privacy
I noticed a few stuff in American movies and series that are clearly different from what I know in Europe. However, this may not be typically American. It may also be used on TV for reasons of convenience regarding the plot rather than because it is extremely common.
Example 1 : answering machines
In American movies, most people seem to have an answering machine at home, and you can always hear the person's message loud in the room. I have never seen that here. Answering machines are usually silent, like on mobile phones. A light, ring or text message indicates that there is a message left, but you can't actually hear the person speaking if you are next to the phone when he/she leaves the message. I think it would be annoying if you are busy or resting while you get a message. It's also not good for privacy if you have guests at home and don't bother to answer the phone, then everyone can listen to the message being left.
Example 2 : neighours and front doors
In American movies/series, neighours tend to know each other well, chat with each others, and even spy on each others. It seems common to enter in a neighbour's house to ask to borrow something, ask a favour, or just pop in for a chat. What is more, doors seem to be left unlocked most of the time, and front doors often have windows.
All this is completely different from what I have seen in all the European countries where I have lived or travelled. People greet their neighbours, and may occasionally chat with them, but most people tend to mind their own business and value a lot their privacy. That is why most Europeans never leave their outside door open when they are not inside the house (or at any time in cities). That is also why people do not try entering without knocking or ringing the bell, even if they have seen somebody inside. Only close family members could do that. In general, in countries like Belgium or France, it is rude to drop by unannounced or unexpectedly at someone's house.
Front doors very rarely have windows (except in Britain and the Netherlands), because this allows anybody to peep inside, which is a total intrusion of privacy. In many countries (notably Belgium, France, Italy...), the ground floor of townhouses tend to be elevated from the street in order to prevent passerby's from looking through the windows.
Overall, the cultural difference between Europe an the USA here is that Europeans are not big on neighbours' watch, almpst never have a gun at home, but almost always lock their doors and tend to have good security systems, stone/brick rather than wooden walls, thick (anti-theft) glazing on windows, and heavy and secure outside doors. Reasonably well-off people often have good alarm systems and surveillance cameras. In Spain, bars on windows are common. In France and Italy, it is shutters. In other words, burglary prevention is based on house equipment and "fortification" rather than relying on the human factor, such as neighbours' vigilance or self-protection with guns.