Analyzing the introductions thread:
59 from Europe
19 from Scandinavia (didn't count the Dutch in), the most important

European sub-group. I didn't count UK people because UK isn't as important as Scandinavia, but there were well over a dozen from there as well.
66 from USA/Canada
9 from somewhere else (5 from Australia, and single ones from from Solomon Island, Mauritius, China, Argentina)
So while the US is the biggest market, at least judging by those who register at this forum Europe is at very nearly the same numbers. It should also be remembered that there are at least French language forums with Dominions discussion, and those who aren't native English speakers tend to favour forums in their own languages (except for Finns, who flock to these forums). I don't remember where I saw them. Probably after I read a Dom3 review published on some French site. It was maybe a year ago or something, but they had games going on back then.