College costs in the United States depend largely on where you live. For example, I am a resident of West Virginia, the poorest state in the Union. Since the people living here don't have much money, costs of schooling are comparatively lower. I'm attending a public college for a rough cost of $8000 a year (which doesn't matter in my case, because I'm on a scholarship). The University of Charleston, a private school, costs somewhere in the area of $18,000 a year. For comparison, Harvard University--what is probably the most prestigious school in the nation--costs something like $40,000 a year, the last time I checked. That's without factoring in certain kinds of financial aid, like federal loans, grants, and scholarships.
I don't know about most European countries, but tuition is free in Germany (for now) due to the big drive for education there, and a tremendous amount of government funding. There are no dorms on campus, if I remember correctly, but inexpensive apartment housing is available nearby. The downside to this heavy government aid is that Germany is quickly running out of money to fund the students with, so they're considering mandatory tuition payments from students, with the idea that students will work harder if they are funding their own education.