How are they made in the US then?
We don't have anything like the H beam to slide slats in. For wooden fences here, they are normally all pickets done vertically and nailed to horizontal boards connected to wooden posts (usually 3 horizontal 2x4).
I've seen lots of fences like that in the US, sold as garden wall panels. The way fences used to be made on the East Coast is much like England. Also, split rail fencing used to be the norm in sheep herding parts of England and America. Newer techniques such as wire fencing (barbed and hog wire) is the norm for modern America and Australia. Hedge rows and walls are more common in England and New England.
Having been stationed in various countries (including Colorado and some long stretches of duty in the UK) I'd say there's more in common architecturally and the way land and villages are laid out in the US and UK than with continental Europe. Having lived in Italy and Germany I can tell you hardly any farmer lives on the land on the continent but rather in villages and they go to their fields that may be a long way from their homes. Italians are real big on high walls around their homes and Germans like living cheek and jowl to one another as long as they can wall their gardens/backyards up. Only in America, Austrailia, New Zealand, Canada and the UK do you see folks spreading out and living on the land at their farmstead. It is our British tradition. Therefore the need for privacy fences is less here, more so in England (older and more thickly settled) but nothing like the continent where everyone has a wall.
"How are they made in the US then?"
Like these
Here's wood
http://images.lowes.com/product/770049/770049006072.jpg
http://images.lowes.com/product/770049/770049104730.jpg
http://www.culpeperwood.com/images/panel_shadowbox.jpg
http://www.comodoconstruction.com/images/projects/fence/custom_gate.jpg
here's vinyl
http://images.lowes.com/product/040933/040933022946.jpg
http://images.lowes.com/product/040933/040933022953.jpg
Here's Iron
http://www.delgard.com/images/FS-aero-elba2rail.jpg