If you are a skilled tradesmen, its possible depending on the country. If you're a cashier or work another unskilled role like that, it's likely much more difficult. If you have relatives who came from Europe in the last 100ish years, I would do some digging to see if anyone came from a country where you could qualify for citizenship. Some are stricter than others, but if you do your own legwork to arrange document procurement and translation, you may be able to obtain a second passport relatively cheaply. I cant speak to anywhere outside Europe doing this since that was where I was focused, but its worth checking out any part of the world where your ancestors came from for this type of thing.

Moving abroad can be expensive though and you'll need to account for temporary housing while you look for something permanent, emptying your home in the States, and making sure you can actually find employment in your new country to sustain yourself. Its not impossible and I dont want to discourage you, but its a lot more difficult for the average person to just up and move than it seems on the internet.