In the United States, we don't have diesel passenger cars for a few reasons:
1) General Motors ruined diesels for a generation by converting a gas/petrol engine directly to a diesel engine. Many consumers in the US won't even consider a diesel because of this.
2) Diesel fuel costs more here. Because lorries/semi-trucks are mostly owned by companies, transport most things accross states and the country, and cause a great deal of wear and tear to American roads, politicians decided to tax the fuel they primarily use. The tax on diesel makes it typically 30-50 cents more per gallon than regular fuel. Because of our low gas prices, it is a 10% premium.
3) Because gas is so cheap, most consumers don't place fuel efficiency as a top priority. They say they do, but then they go and buy a truck with a V8 petrol engine.
4) Many current diesel engines don't meet US emission standards. Emissions in the US are calculated differently than in Europe.
5) The roads/highways. In the US, it is important that engines run at 70-85 mph consistantly. Almost all cars are expected to do 0-60 mph in under 10 seconds. Many of the small diesel vehicles in Europe would be deemed unfit for American roads. The best selling vehicle in the US has a 400hp/400 ft/lb of torque V8 or twin turbo V6 pulling its 5000 lb weight around.
6) Cost. American consumers tend to buy cars by the pound. As a nation we try to buy the largest cars for the least amount of money. Midsize sedans are the top sellers. The additional cost that goes into a diesel engine has proven to be too expensive for most American drivers. Only VW, BMW, and Mercedes sell diesel passenger cars in the US. Mazda and GM may soon follow.