America has little to do with it. The vast majority of parks in America don't invest in dark or notably themed rides at all. This doesn't make them bad parks, but you're probably focusing more in Orlando parks.
Valhalla has little character - it's ocassionally themed well, but most of it takes place in the dark, the theming has no coherence, theirs no soundtrack, and alot of it is oddly plasticy. River Caves, despite it's age, at the same park, has some gorgeous, classic theming and ambience.
In the UK... Hex and Nemesis.
Poseidon at Europa Park and Black Mamba are stunning. Space Mountain at Disneyland Paris. Pirates of the Carribean too. But, America wise, Twilight Zone Tower of Terror is notably superb in the theming stakes.