I have only lived and visited California so baring that in mind my experience is that it is the small things...
Dreadful food in the regular supermarkets (Tesco/Sainsbury style places). You can't get what we would call normal Hovis bread. Everything is full of High Fructose Corn Syrup or regular sugar and packed with salt. Things we consider basic food items are non-existent, picked onions, baked beans and salad cream (to name a few). Bags of crisps (sorry chips) are HUGE. What we would think is a bulk purchase of individually wrapped crisps are actually just big ass bags of crisps here.
Drivers are far worse than I have seen in the UK - but this could just be the famous LA traffic problems.
There are far more ghettos and down trodden areas than you realise watching US television, I know we have our own such places - Birmingham, Liverpool... for example

but here I am seeing more beggers than I ever saw in central London.
There have been over 700 people killed by police officers so far this year, just think about that for a second.
Here in LA, I often wonder if that weird shaking is an earth quake, or that smoke on the horizon is a wildfire, or if those tsunami warning signs at Malibu should be taken seriously.
Then you get into their backwards banking and taxation system. All the utility bills that you have to pay because there is no council tax.... by cheque (sorry check

). Oh you can eventually setup online billing but they don't have "direct debits".
When you get your job you have to setup your own tax and do things like a W4 to best guess how much tax you should be and hope that you are right by the end of the tax year!
Someone mashed the rear bumper of my brand new Ford Fusion yesterday, of course no CCTV and no witnesses.