I'm thinking of South American, African, Middle East and some South/South East/Central Asian countries, which is a mix of poverty and/or religious factors (for quite a variety of factors). There are countries where pornography, homosexuality, gambling, etc, are just illegal on religious morality grounds. And don't get me started on la chancla!
As for Europe, I'm curious. I think it'd be better, on average, but a lot of the same moral roots exist there so who knows. Although I bet Finland is swell; they somehow keep being labeled the happiest county and these things are correlated, lol.