As to the question of "Why do Americans believe in God despite all the evidence?" the reasons why people believe are not particularly different from why anyone believes in such things.
Primarily it comes down to the rather simple fact that most people don't actually understand what constitutes legitimate evidence and are not trained to think critically. As such they can be more easily fooled into believing arguments that merely sound good when they aren't examined thoroughly or just appeal to them emotionally. Those raised to be religious also had the idea ingrained into them, and various psychological factors make it difficult for many of them to change their minds even in the face of overwhelming evidence.
As to why America in particular is more religious than most other developed Western nations, that might be a little more complicated. I doubt the people in those other nations are really that much more versed in critical thinking than most Americans are, and as such I suspect many of the non-believers are apatheists and are just non-believers because they weren't raised to be religious and their culture doesn't put a heavy emphasis on being religious. One reason for that which may be valid is that the states had official religions for long enough that those religions didn't really have to compete aggressively for followers at most points, and by the time freedom of religion was popularized their influence just faded out. America on the other hand had no state church, so the various beliefs had to compete more aggressively to both keep and attract followers, and so a more religious environment developed and was sustained and people were raised more religiously.
Lack of evidence is not proof of non-existence. Hell, for all we know.. our entire universe could just be one bubble of innumerable bubbles rising out of God's ass in the pool at his local Holiday Inn Express. The Big Bang could plausibly have been the ejection of the building blocks of our universe through God's anus. And the expansion of our universe is simply the pressure of the water around it lessening as we rise to the surface. When we get there... poof... we disperse.
Now, I understand that that is not so much critical thinking as much as using my imagination. But the flaw of critical thinking is that it doesn't take into account the known unknowns very well and certainly doesn't even touch the unknown unknowns. In fact, almost all critical thinking takes place in the realm of unknown knowns... crap that we know we know but are too afraid to just admit it and instead spend $billions trying to prove.
