Dunno how old you are, but you can take a loan to study in Europe, get a job, and decide whether you want to pay back the loan or not. If you plan on never returning to the US, then AFAIK, you don't have to pay back shit and there's nothing they can do. Although, maybe that changed when the USA started demanding taxes from Americans abroad and forcing banks to close their accounts abroad too... who knows.
Anyway, it'll probably be cheaper for you to move to Europe.