Tunnel from the US (or Canada) to Europe? What are you drinking?
Not a chance. Ever. First, it’s thousands of miles, meaning a hell of a lot of underwater construction, totally airtight tubes, input stacks for fresh air, exhaust stacks that are thousands of feet tall for stale air and exhaust.
Add in the fact that it would be a 5–6 drive or 4–5 day train trip. IN the dark, thousands of feet under water.
And then there are earthquakes and seismic stuff that happens on the ocean floor.
You can maybe make a case for a bunch of segments:
1) Newfoundland Canada to Greenland (the drive across Greenland)
2) Greenland to Iceland
3) Iceland to either Norway or Scotland
But even if you think about that, you are talking about tunnels or bridges that are hundred or thousands of miles long.