What were the first American shows that could be seen on TV in France, Germany, Spain or Italy?

I can only report on West Germany, but some of the pre-1960 US TV shows that were aired were Fury, Lassie, Circus Boy
(Corky und der Zirkus) and The Adventures of Rin Tin Tin (Rin-Tin-Tin), so you can see these were mostly westerns. I suspect that the UK may have seen earlier introductions.

So, my answer is incomplete and needs more R&D.

The first American sitcom to air in Italy was most likely "I Love Lucy", which was known there as "Lucy ed io" ("Lucy and I"). Only thirteen episodes, corresponding to the first season, were broadcast. They were shown every Saturday at 10.15pm from 6 February to 28 May 1960 on Rai's Programma Nazionale.

https://it.wikipedia.org/wiki/Lucy_ed_io